An Alternative Proof for a known Result of Noncentral Wishart Distribution

DOI10.1017/S0269964800005015MaRDI QIDQ5488558zbMATH OpenOpenAlexFDO

Authors Tian-Shyug Lee, Kwang-Chow Chang

Publication date 22 September 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800005015

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• A necessary condition for a quadratic form to have a chi-squared distribution: an accessible proof
• scientific article; zbMATH DE number 1782388
• scientific article; zbMATH DE number 716304
• Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics
• scientific article; zbMATH DE number 35449

Cites work

• Bessel functions of matrix argument
• Improved estimators of regression coefficients in measurement error models
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Distribution of Noncentral Means with Known Covariance
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
• The ultrastructural relation: A synthesis of the functional and structural relations

Cited in

(1)

• scientific article; zbMATH DE number 1782388 (Why is no real title available?)

This page was built for publication: An Alternative Proof for a known Result of Noncentral Wishart Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488558)