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

zbMATH Open0546.62025MaRDI QIDQ797936FDOQ797936

Authors: Arjun K. Gupta, Pushpa N. Rathie 

Publication date: 1983

Published in: Metron (Search for Journal in Brave)

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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)

Cited In (17)

• A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions
• Some distributions related to a noncentral wishart distribution
• Title not available (Why is that?)
• On a symbolic representation of non-central Wishart random matrices with applications
• Title not available (Why is that?)
• Differential relations for the largest root distribution of complex non-central Wishart matrices
• Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
• Moments and cumulants for the complex Wishart
• Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case
• Expectations of functions of complex Wishart matrix
• The distribution of the ratio of independent central wishart determinants
• Title not available (Why is that?)
• Some new properties of Wishart distribution
• Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
• Weighted Condition Number Distributions Emanating from Complex Noncentral Wishart Type Matrices
• Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result
• Title not available (Why is that?)

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