On Disguised Inverted Wishart Distribution

DOI10.2307/2161288MaRDI QIDQ4845993zbMATH OpenOpenAlexFDO

Authors

Publication date 24 September 1995

Full work available at URL https://doi.org/10.2307/2161288

zbMATH Keywords

riskJacobianlower triangular matrixpositive diagonal elements\(F\)- distributiondisguised inverted Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3350936 (Why is no real title available?)
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• Improved Minimax Estimators of Normal Convariance and Precision Matrices

Cited in

(2)

• Quadratic Forms in Disguised MatrixT-Variate
• scientific article; zbMATH DE number 4084766 (Why is no real title available?)

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