The Wishart distribution with two different degrees of freedom

DOI10.1016/j.spl.2023.109866zbMath1515.60059OpenAlexW4378528837MaRDI QIDQ6115516

Haruhiko Ogasawara

Publication date: 12 July 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109866

zbMATH Keywords

multivariate normalitycross productprojection matrixmultivariate multiple regressionknown or unknown parameter

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

Cites Work

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• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
• Singular Wishart and multivariate beta distributions
• A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
• A note on the Helmert transformation
• A Simple Derivation of the Wishart Distribution
• On the singular gamma, Wishart, and beta matrix‐variate density functions

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