An extension of the non-central Wishart distribution with integer shape vector

DOI10.1007/S10114-024-2549-8zbMATH Open1547.60021MaRDI QIDQ6607097FDOQ6607097

Authors: Kaouthar Kammoun 

Publication date: 18 September 2024

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

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zbMATH Keywords

Laplace transformmethod of momentsCholesky decompositionnon-central Wishart distributionRiesz distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Laplace transform (44A10)

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