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On Wishart distribution: Some extensions

✍ Scribed by José A. Dı´az-García; Ramón Gutiérrez-Jáimez


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
296 KB
Volume
435
Category
Article
ISSN
0024-3795

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Wishart and Pseudo-Wishart Distributions
✍ José A Dı́az-Garcı́a; Ramón Gutierrez Jáimez; Kanti V Mardia 📂 Article 📅 1997 🏛 Elsevier Science 🌐 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,