On Disguised Inverted Wishart Distribution

DOI10.2307/2161288zbMath0821.62024OpenAlexW4246206178MaRDI QIDQ4845993

No author found.

Publication date: 24 September 1995

Full work available at URL: https://doi.org/10.2307/2161288

zbMATH Keywords

Jacobianriskpositive diagonal elementslower triangular matrix\(F\)- distributiondisguised inverted Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items (1)

Quadratic Forms in Disguised MatrixT-Variate

Cites Work

• Improved Minimax Estimators of Normal Convariance and Precision Matrices
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