Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density

DOI10.1016/j.jmva.2008.06.007zbMath1169.62039OpenAlexW2104873386MaRDI QIDQ1002340

Prathapasinghe Dharmawansa, Matthew R. McKay

Publication date: 25 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.007

zbMATH Keywords

Wishart matrixultraspherical polynomialsmulti-variate chi-square

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

Related Items

The bivariate noncentral chi-square distribution -- a compound distribution approach

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Expansions for the multivariate chi-square distribution
• A trivariate chi-squared distribution derived from the complex Wishart distribution
• Generalized Rayleigh processes
• General Capacity Bounds for Spatially Correlated Rician MIMO Channels
• On multivariate rayleigh and exponential distributions
• Distributions involving norms of correlated Gaussian vectors
• The Joint Distribution of Traces of Wishart Matrices and Some Applications
• A Note on the Bivariate Chi Distribution
• A Multivariate Gamma-Type Distribution
• Angles in complex vector spaces