A weak characterization of real Wishart matrices by quadratic forms

DOI10.1016/J.CRMA.2016.03.011MaRDI QIDQ282870zbMATH OpenOpenAlexFDO

Authors Gabriel Fraisse, Sylvie Viguier-Pla

Publication date 12 May 2016

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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)

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Cites work

• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• scientific article; zbMATH DE number 3206556 (Why is no real title available?)
• scientific article; zbMATH DE number 5044791 (Why is no real title available?)
• On the degrees of freedom in MCMC-based Wishart models for time series data
• Singular inverse Wishart distribution and its application to portfolio theory
• The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution

Cited in

(2)

• Wishartness and independence of matrix quadratic forms in a normal random matrix
• Wishart and anti-Wishart random matrices

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