Properties of the singular, inverse and generalized inverse partitioned Wishart distributions

DOI10.1016/j.jmva.2008.02.024zbMath1151.62046MaRDI QIDQ957321

Taras Bodnar, Yarema Okhrin

Publication date: 27 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.024

zbMATH Keywords

singular Wishart; partitioned matrices; generalized inverse Wishart; inverse Wishart

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62P05: Applications of statistics to actuarial sciences and financial mathematics

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Uses Software

• BayesDA

Cites Work

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