Wishart and Pseudo-Wishart Distributions
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José A Dı́az-Garcı́a; Ramón Gutierrez Jáimez; Kanti V Mardia
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Article
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1997
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Elsevier Science
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English
⚖ 321 KB
Suppose that XtN N\_m (+, 7, 3). An expression for the density function is given when 7 0 andÂor 3 0. An extension of Uhlig's result (Uhlig [17]) is expanded for the singular value decomposition of a matrix Z of order N\_m when the rank (Z)=q min(N, m). This paper fills an important gap in unifying,