On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix

DOI10.1155/2016/5967218zbMath1357.60014OpenAlexW2548107131WikidataQ59123920 ScholiaQ59123920MaRDI QIDQ502590

Victor Ayala, Eduardo Fierro, Kjetil B. Halvorsen

Publication date: 5 January 2017

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

Full work available at URL: https://doi.org/10.1155/2016/5967218

zbMATH Keywords

likelihood methodsmarginal distributionWishart random matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05)

Uses Software

• mftoolbox

Cites Work

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• Wishart and pseudo-Wishart distributions and some applications to shape theory
• The Schur complement and its applications
• Singular random matrix decompositions: Jacobians
• Laplace approximation for Bessel functions of matrix argument
• Functions of Matrices