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

DOI10.1016/j.jmva.2005.05.014zbMath1085.62058OpenAlexW2021089618MaRDI QIDQ2489775

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

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

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Cites Work

• Expansions for the multivariate chi-square distribution
• Generalized Rayleigh processes
• Distributions involving norms of correlated Gaussian vectors
• The Joint Distribution of Traces of Wishart Matrices and Some Applications
• A Note on the Bivariate Chi Distribution
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• A Multivariate Gamma-Type Distribution
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