scientific article; zbMATH DE number 35449

MaRDI QIDQ3989953zbMATH OpenFDO

Authors Khursheed Alam, Amitava Mitra

Publication date 28 June 1992

zbMATH Keywords

\(k\)-sample problemnoncentral Wishart distributiontesting for equality of noncentrality matrices

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
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• The noncentral Wishart as an exponential family, and its moments

Cited in

(15)

• Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
• On the existence of non-central Wishart distributions
• On the degrees of freedom in MCMC-based Wishart models for time series data
• Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
• The distribution of the ratio of independent central wishart determinants
• Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result
• An Alternative Proof for a known Result of Noncentral Wishart Distribution
• The Distribution of Noncentral Means with Known Covariance
• Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics
• An extension of the non-central Wishart distribution with integer shape vector
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• The noncentral Wishart as an exponential family, and its moments
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

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