A Simple Derivation of the Wishart Distribution

DOI10.1198/000313002317572754zbMath1182.62122OpenAlexW2078024746WikidataQ58269192 ScholiaQ58269192MaRDI QIDQ5189903

Malay Ghosh, Bimal Kumar Sinha

Publication date: 11 March 2010

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/000313002317572754

zbMATH Keywords

factorization theoremsufficiency

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

The Wishart distribution with two different degrees of freedom ⋮ Improved Algorithms for the Approximate k-List Problem in Euclidean Norm

This page was built for publication: A Simple Derivation of the Wishart Distribution