Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix

DOI10.1016/j.spl.2016.02.016zbMath1369.62033arXiv1512.08159OpenAlexW2963417666MaRDI QIDQ286465

Satoshi Kuriki, Constantin Siriteanu, Akimichi Takemura, Donald St. P. Richards

Publication date: 20 May 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.08159

zbMATH Keywords

Schur complementWishart distributionbeta mixture

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Integral transform methods in goodness-of-fit testing. II: The Wishart distributions

Uses Software

• DLMF

Cites Work

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• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Other manifestations of the Schur complement
• Schur complements and statistics
• The Schur complement and its applications
• Manifestations of the Schur complement
• Bilinear forms and zonal polynomials
• Some formulas for the Appell functionF₁(a, b, b′;c; w, z)
• On the Noncentral Beta-Distribution
• A Generalized Class of Contagious Distributions
• Natural Exponential Families and Generalized Hypergeometric Measures
• A family of discrete distributions defined via their factorial moments
• The non-central chi-squared and beta distributions
• Univariate Discrete Distributions
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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