Further identities for the Wishart distribution with applications in regression

DOI10.2307/3314615zbMath0496.62046OpenAlexW1978256400MaRDI QIDQ3959974

L. R. Haff

Publication date: 1981

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314615

zbMATH Keywords

Wishart distributionbias correctionmatrix identitiesmatrix multiple correlationmoments of regression coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (8)

On estimation in multivariate linear calibration with elliptical errors ⋮ The stable processes on symmetric matrices ⋮ Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review ⋮ On estimation of a matrix of normal means with unknown covariance matrix ⋮ Empirical Bayes minimax estimators of matrix normal means ⋮ Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model ⋮ Estimation of the parameters of a Wishart extension on symmetric matrices ⋮ An identity for the noncentral Wishart distribution with application

Cites Work

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• An identity for the Wishart distribution with applications
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Minimax estimators for a multinormal precision matrix
• THE MEAN AND SECOND MOMENT COEFFICIENT OF THE MULTIPLE CORRELATION COEFFICIENT, IN SAMPLES FROM A NORMAL POPULATION

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