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

DOI10.1080/03610918208812245zbMath0496.62022OpenAlexW2062274902MaRDI QIDQ3959948

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Publication date: 1982

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918208812245

zbMATH Keywords

non-central Wishart distributioncentral Wishart distributionLaguerre polynomial expansionmultivariate Gram-Charlier expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximation by polynomials (41A10)

Related Items (2)

On approximating a linear combination of central wishart matrices with positive coefficients ⋮ A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications

Cites Work

• On the approximation of noncentral Wishart distribution by Wishart distribution. I. General theory
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Unnamed Item

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