An extension of the non-central Wishart distribution with integer shape vector

DOI10.1007/s10114-024-2549-8zbMath1547.60021MaRDI QIDQ6607097

Kaouthar Kammoun

Publication date: 18 September 2024

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

Laplace transformmethod of momentsRiesz distributionCholesky decompositionnon-central Wishart distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Laplace transform (44A10)

Cites Work

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