scientific article; zbMATH DE number 889600

MaRDI QIDQ4882276zbMATH OpenFDO

Authors Milton Lo, Pui Lam Leung

Publication date 24 August 1998

zbMATH Keywords

Wishart identitynoncentrality matrixnoncentral multivariate \(F\) distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Recommendations

• An identity for the noncentral Wishart distribution with application
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• Generalized non-central \(F\) distribution in \(EC_{m+n}(\mu, I_{m+n},\phi)\)

Cited in

(7)

• scientific article; zbMATH DE number 147169 (Why is no real title available?)
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
• Decision theoretic estimation of functions of the canonical correlation coefficients
• Estimation in noncentral distributions
• Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial
• Time series models for realized covariance matrices based on the matrix-F distribution
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution

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