The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

DOI10.1214/aoms/1177730882zbMath0063.00085OpenAlexW2056637693MaRDI QIDQ5841673

Publication date: 1946

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177730882

Related Items (32)

Effect of non-centrality on the Bartlett decomposition of a Wishart matrix ⋮ On randomization in multivariate analysis of variance ⋮ On a symbolic representation of non-central Wishart random matrices with applications ⋮ The noncentral multivariate beta distribution in planar case ⋮ The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances ⋮ The distribution of the non-central Wilks statistic in the complex case ⋮ Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics ⋮ A study of estimator densities and performance under misspecification ⋮ The noncentral Bartlett decompositions and shape densities ⋮ The noncentral bivariate chisquared distribution and extensions ⋮ On testing for clusters using the sample covariance ⋮ Expressions for some hypergeometric functions of matrix argument with applications ⋮ The exact non-central distribution of the generalized variance ⋮ Wilks' Integral Equations in Multivariate Distribution Theory ⋮ Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ On a stochastic inequality for the Wilks statistic ⋮ Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Maximum likelihood estimation in a multivariate ‘errors in variables’ regression model with unknown error covariance matrix ⋮ Asymptotic expansions of the non-nuu distributions of three statistics in GMANOVA ⋮ Probabilistic clustering of time-evolving distance data ⋮ Some aspects of analysis of variances and covariance theory for a certain multivariate complex Gaussian distribution ⋮ Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix ⋮ On the moments of elementary symmetric functions of the roots of two matrices ⋮ An Alternative Proof for a known Result of Noncentral Wishart Distribution ⋮ Exact distribution of the non-central Wilks's statistic of the second kind ⋮ Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\) ⋮ A maximum likelihood method for the incidental parameter problem ⋮ On the maximal invariance of manova step down procedure statistics ⋮ Distances in Gaussian point sets ⋮ On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals ⋮ C125. Recovering the wishart distribution from its sections

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