On Disguised Inverted Wishart Distribution

DOI10.2307/2161288zbMATH Open0821.62024OpenAlexW4246206178MaRDI QIDQ4845993FDOQ4845993

Author name not available (Why is that?)

Publication date: 24 September 1995

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

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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)

Cites Work

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• Improved Minimax Estimators of Normal Convariance and Precision Matrices
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Cited In (2)

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• Quadratic Forms in Disguised MatrixT-Variate

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