Marginal densities of the Wishart distribution.

zbMATH Open1374.62066MaRDI QIDQ5283475FDOQ5283475

Authors: Evelina I. Veleva 

Publication date: 21 July 2017

Full work available at URL: http://www.math.bas.bg/pliska/Pliska-22/Pliska-22-2013-225-236.pdf

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zbMATH Keywords

Wishart distributioncovariance matrixpositive definite matrixdecomposable graphmarginal density

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cited In (3)

• The marginal probability density functions of Wishart probability density function
• Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
• On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix

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