On the structure of the Wishart distribution

DOI10.1016/0047-259X(76)90044-0zbMath0338.62025OpenAlexW2023336093MaRDI QIDQ1231237

Damodar N. Shanbhag

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90044-0

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (4)

Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability ⋮ Association and infinite divisibility for the Wishart distribution and its diagonal marginals ⋮ On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos ⋮ Extendibility of spherical matrix distributions

Cites Work

• Some results on the decomposability of the distribution of quadratic expressions
• Remarks on a Multivariate Gamma Distribution
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