Some new properties of Wishart distribution

MaRDI QIDQ3551872zbMATH OpenFDO

Authors Evelina I. Veleva

Publication date 16 April 2010

Full work available at URL http://www.m-hikari.com/ams/ams-password-2008/ams-password53-56-2008/index.html

zbMATH Keywords

correlation matrixcovariance matrixtesting hypothesesWishart distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Multivariate distribution of statistics (62H10)

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Cited in

(12)

• A new generalization of the Waring distribution
• An identity concerning a Wishart matrix
• Some remarks on \({\mathcal U}(p;m,n)\) distributions
• Wishart and pseudo-Wishart distributions and some applications to shape theory
• The 70th anniversary of the distribution of random matrices: A survey
• A generalization of the Wishart distribution
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
• Wishart and anti-Wishart random matrices
• On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix
• Some properties of the Bellman gamma distribution
• The Wishart distribution with two different degrees of freedom
• On the noncentral distribution of the determinant of a complex Wishart matrix

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