A trivariate chi-squared distribution derived from the complex Wishart distribution

DOI10.1016/J.JMVA.2005.05.014MaRDI QIDQ2489775zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 28 April 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2005.05.014

zbMATH Keywords

simulations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Applications of statistics (62P99)

Recommendations

• Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
• scientific article; zbMATH DE number 126102
• scientific article; zbMATH DE number 527317
• scientific article; zbMATH DE number 1441551
• scientific article; zbMATH DE number 2044144

Cites work

• A Multivariate Gamma-Type Distribution
• A Note on the Bivariate Chi Distribution
• Distributions involving norms of correlated Gaussian vectors
• Expansions for the multivariate chi-square distribution
• Generalized Rayleigh processes
• scientific article; zbMATH DE number 432498 (Why is no real title available?)
• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 1484341 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 3315776 (Why is no real title available?)
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Joint Distribution of Traces of Wishart Matrices and Some Applications

Cited in

(6)

• Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
• scientific article; zbMATH DE number 2044144 (Why is no real title available?)
• Moments and cumulants for the complex Wishart
• Unsupervised segmentation of PolSAR data with complex Wishart and \(\mathcal{G}^0_m\) distributions and Shannon entropy
• Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar
• Corank-1 projections and the randomised Horn problem

This page was built for publication: A trivariate chi-squared distribution derived from the complex Wishart distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2489775)