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

DOI10.1007/S10114-024-2549-8MaRDI QIDQ6607097zbMATH OpenFDO

Authors Kaouthar Kammoun

Publication date 18 September 2024

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

Full work available at URL https://doi.org/10.1007/S10114-024-2549-8

zbMATH Keywords

Cholesky decompositionLaplace transformmethod of momentsnon-central Wishart distributionRiesz distribution

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 4084766 (Why is no real title available?)
• scientific article; zbMATH DE number 35449 (Why is no real title available?)
• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
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• Singular inverse Wishart distribution and its application to portfolio theory
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• Testing a normal covariance matrix for small samples with monotone missing data
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• The multiparameter \(t'\) distribution
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
• The noncentral Wishart as an exponential family, and its moments

Cited in

(1)

• Estimation of the parameters of a Wishart extension on symmetric matrices

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