A Canonical Representation for the Noncentral Wishart Distribution Useful for Simulation

DOI10.2307/2285602zbMath0342.62030OpenAlexW4237673955MaRDI QIDQ4110468

Leon Jay Gleser

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2285602

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05)

Related Items (4)

Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics ⋮ Exact and high-order discretization schemes for Wishart processes and their affine extensions ⋮ Canonical forms and tests of hypotheses Part II: Multivariate mixed linear models ⋮ Continuous Time Wishart Process for Stochastic Risk

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