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Some Extensions of the Wishart Distribution

✍ Scribed by T. W. Anderson and M. A. Girshick


Book ID
121706475
Publisher
Institute of Mathematical Statistics
Year
1944
Weight
922 KB
Volume
15
Category
Article
ISSN
0003-4851

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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,