On the noncentral distribution of the determinant of a complex Wishart matrix

zbMATH0546.62025MaRDI QIDQ797936FDOQ797936

Authors Arjun K. Gupta, Pushpa N. Rathie

Publication date 1983

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

inverse Mellin transformexact distribution of the determinant of a complex Wishart matrixexact distribution of Wilks' generalized variancenoncentral linear case

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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(20)

• The distribution of the non-central Wilks statistic in the complex case
• Differential relations for the largest root distribution of complex non-central Wishart matrices
• A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions
• Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
• Weighted Condition Number Distributions Emanating from Complex Noncentral Wishart Type Matrices
• Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix
• Some new properties of Wishart distribution
• Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result
• Some distributions related to a noncentral wishart distribution
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• The distribution of the ratio of independent central wishart determinants
• Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case
• Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
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• On a symbolic representation of non-central Wishart random matrices with applications
• Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
• scientific article; zbMATH DE number 3854214 (Why is no real title available?)
• Moments and cumulants for the complex Wishart
• Expectations of functions of complex Wishart matrix

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