Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics

DOI10.1080/02331888.2023.2174117zbMath1515.15035MaRDI QIDQ6044805

Sandra S. Ferreira, Miguel A. Fonseca, Manuela M. Oliveira, Dário Ferreira, João Tiago Mexia, Célia Nunes

Publication date: 22 May 2023

Published in: Statistics (Search for Journal in Brave)

zbMATH Keywords

noncentral Wishart distributionslimit normalitysmooth statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Stochastic matrices (15B51)

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