A derivation of anti-Wishart distribution

DOI10.1016/j.jmva.2014.06.019zbMath1298.62087OpenAlexW1995149026MaRDI QIDQ406522

Soonyu Yu, Jaena Ryu, Kyoo Hong Park

Publication date: 8 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.06.019

zbMATH Keywords

Wishart distributionDirac delta functionanti-Wishart distributionBartlett decompositioncomplex Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (1)

On the singular gamma, Wishart, and beta matrix‐variate density functions

Cites Work

• Wishart and anti-Wishart random matrices
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
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