On characterizing the complex Wishart distribution

DOI10.1142/S1793557122500851zbMath1492.60034OpenAlexW3185906134MaRDI QIDQ5083024

Imen Boutouria

Publication date: 21 June 2022

Published in: Asian-European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1793557122500851

zbMATH Keywords

beta functiongamma functionDirichlet distributioncomplex Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Cites Work

• Unnamed Item
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• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
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• Asymptotic properties of spectral estimates of second order
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• On the Complex Wishart Distribution
• A Characterization of the Gamma Distribution

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