A derivation of anti-Wishart distribution

DOI10.1016/J.JMVA.2014.06.019MaRDI QIDQ406522zbMATH OpenOpenAlexFDO

Authors Soonyu Yu, Jaena Ryu, Kyoohong Park

Publication date 8 September 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.06.019

zbMATH Keywords

Wishart distributionDirac delta functionanti-Wishart distributionBartlett decompositioncomplex Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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Cites work

• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3196654 (Why is no real title available?)
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Wishart and anti-Wishart random matrices

Cited in

(3)

• On the singular gamma, Wishart, and beta matrix‐variate density functions
• On the anti-Wishart distribution
• A simple derivation of the Wishart distribution

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