A weak characterization of real Wishart matrices by quadratic forms

DOI10.1016/j.crma.2016.03.011zbMath1341.62110OpenAlexW2340085996MaRDI QIDQ282870

Sylvie Viguier-Pla, Gabriel Fraisse

Publication date: 12 May 2016

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2016.03.011

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (probabilistic aspects) (60B20)

Cites Work

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• Singular inverse Wishart distribution and its application to portfolio theory
• The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
• On the degrees of freedom in MCMC-based Wishart models for time series data

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