A derivation of anti-Wishart distribution

DOI10.1016/J.JMVA.2014.06.019zbMATH Open1298.62087OpenAlexW1995149026MaRDI QIDQ406522FDOQ406522

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

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zbMATH Keywords

Wishart distributionDirac delta functionanti-Wishart distributionBartlett decompositioncomplex Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• Title not available (Why is that?)
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Title not available (Why is that?)
• 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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