On Wishart distribution: some extensions

DOI10.1016/j.laa.2011.03.007zbMath1221.15051arXiv1010.1799OpenAlexW2093973660MaRDI QIDQ551285

José A. Díaz-García, Ramón Gutiérrez-Jáimez

Publication date: 15 July 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1799

zbMATH Keywords

spherical functionsrandom matricesJacobiansgeneralised hypergeometric functionsnoncentral distributionsnonsingular Wishart distributionreal, complex, quaternion and octonion matrices

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Random matrices (algebraic aspects) (15B52)

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