Some remarks on \({\mathcal U}(p;m,n)\) distributions

DOI10.1016/S0167-7152(96)00011-9zbMath0877.62050WikidataQ126563004 ScholiaQ126563004MaRDI QIDQ1359696

Martin Bilodeau

Publication date: 24 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

dualityWishart distributionm,n) distributionU(p

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Cites Work

• The Non-Central Multivariate Beta Distribution
• Distribution of the `Generalised' Multiple Correlation Matrix in the Dual Case
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