AbstractThis paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases under elliptical models. In particular, the matrix multivariate elliptical distribution, the noncentral generalised Wishart distribution, the joint density of the eigenvalues and the distribution of the maximum eigenvalue are obtained for real normed division algebras
Multivariate statistical analysis is the area of statistics that is concerned with observations made...
AbstractSuppose thatX∽NN×m(μ,Σ,Θ). An expression for the density function is given whenΣ⩾0 and/orΘ:⩾...
AbstractClassical Wishart distributions on the open convex cone of positive definite matrices and th...
AbstractThis paper proposes a unified approach that enables the Wishart distribution to be studied s...
In this paper, we determine the density of a singular elliptically contoured matrix. From this, the ...
This work deals with elliptical Wishart distributions on the set of symmetric positive definite matr...
Wirtz T, Kieburg M, Guhr T. Limiting statistics of the largest and smallest eigenvalues in the corre...
In this paper, we define and discuss a class of generalized Wishart distributions under elliptical m...
Suppose thatX~N-m([mu], [Sigma], [Theta]). An expression for the density function is given when[Si...
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to th...
The study of the statistical distribution of the eigenvalues of Wishart matrices finds application i...
Abstract. Classical Wishart distributions on the open convex cones of posi-tive definite matrices an...
The distribution of the eigenvalues of Wishart matrices and Gaussian quadratic forms is of great int...
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to th...
Classical Wishart distributions on the open convex cones of positive definite matrices and their fun...
Multivariate statistical analysis is the area of statistics that is concerned with observations made...
AbstractSuppose thatX∽NN×m(μ,Σ,Θ). An expression for the density function is given whenΣ⩾0 and/orΘ:⩾...
AbstractClassical Wishart distributions on the open convex cone of positive definite matrices and th...
AbstractThis paper proposes a unified approach that enables the Wishart distribution to be studied s...
In this paper, we determine the density of a singular elliptically contoured matrix. From this, the ...
This work deals with elliptical Wishart distributions on the set of symmetric positive definite matr...
Wirtz T, Kieburg M, Guhr T. Limiting statistics of the largest and smallest eigenvalues in the corre...
In this paper, we define and discuss a class of generalized Wishart distributions under elliptical m...
Suppose thatX~N-m([mu], [Sigma], [Theta]). An expression for the density function is given when[Si...
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to th...
The study of the statistical distribution of the eigenvalues of Wishart matrices finds application i...
Abstract. Classical Wishart distributions on the open convex cones of posi-tive definite matrices an...
The distribution of the eigenvalues of Wishart matrices and Gaussian quadratic forms is of great int...
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to th...
Classical Wishart distributions on the open convex cones of positive definite matrices and their fun...
Multivariate statistical analysis is the area of statistics that is concerned with observations made...
AbstractSuppose thatX∽NN×m(μ,Σ,Θ). An expression for the density function is given whenΣ⩾0 and/orΘ:⩾...
AbstractClassical Wishart distributions on the open convex cone of positive definite matrices and th...
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