On the approximation of noncentral Wishart distribution by Wishart distribution. I. General theory

zbMath0455.62017MaRDI QIDQ1150221

S. H. Smith

Publication date: 1979

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

mixed cumulantsnoncentral Wishart distributioncentral Wishart distributiongeneralized multivariate Gram-Charlier series

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Multidimensional problems (41A63)

Related Items (2)

Approximating by the Wishart distribution ⋮ On approximating the non-central wishart distribution by central wishart distribution a monte carlo study

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