Marginal densities of the Wishart distribution.

MaRDI QIDQ5283475zbMATHFDO

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

zbMATH Keywords

Wishart distributioncovariance matrixpositive definite matrixdecomposable graphmarginal density

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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(3)

• 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
• The marginal probability density functions of Wishart probability density function

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