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
The distribution of the eigenvalues of Wishart matrices and Gaussian quadratic forms is of great int...
We introduce a “broken-arrow” matrix model for the β-Wishart ensemble, which improves on the traditi...
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...
AbstractFor a real, Hermitian, or quaternion normal random matrix Y with mean zero, necessary and su...
AbstractFor a normal random matrix Y with mean zero, necessary and sufficient conditions are obtaine...
AbstractSuppose thatX∽NN×m(μ,Σ,Θ). An expression for the density function is given whenΣ⩾0 and/orΘ:⩾...
AbstractD. Foata and D. Zeilberger (1988, SIAM J. Discrete Math.4, 425–433) and D. Vere-Jones (1988,...
This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein a...
Generalised uncorrelated Wishart matrices are formed out of rectangular standard Gaussian data matri...
We introduce a “Broken-Arrow ” matrix model for the β-Wishart ensemble, which im-proves on the tradi...
AbstractIn this paper, the authors cosider the derivation of the exact distributions of the ratios o...
En analyse multivariée de données de grande dimension, les lois de Wishart définies dans le contexte...
this article, we extend the results on the noncentral Wishart distribution and related distributions...
Wirtz T, Kieburg M, Guhr T. Limiting statistics of the largest and smallest eigenvalues in the corre...
The distribution of the eigenvalues of Wishart matrices and Gaussian quadratic forms is of great int...
We introduce a “broken-arrow” matrix model for the β-Wishart ensemble, which improves on the traditi...
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...
AbstractFor a real, Hermitian, or quaternion normal random matrix Y with mean zero, necessary and su...
AbstractFor a normal random matrix Y with mean zero, necessary and sufficient conditions are obtaine...
AbstractSuppose thatX∽NN×m(μ,Σ,Θ). An expression for the density function is given whenΣ⩾0 and/orΘ:⩾...
AbstractD. Foata and D. Zeilberger (1988, SIAM J. Discrete Math.4, 425–433) and D. Vere-Jones (1988,...
This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein a...
Generalised uncorrelated Wishart matrices are formed out of rectangular standard Gaussian data matri...
We introduce a “Broken-Arrow ” matrix model for the β-Wishart ensemble, which im-proves on the tradi...
AbstractIn this paper, the authors cosider the derivation of the exact distributions of the ratios o...
En analyse multivariée de données de grande dimension, les lois de Wishart définies dans le contexte...
this article, we extend the results on the noncentral Wishart distribution and related distributions...
Wirtz T, Kieburg M, Guhr T. Limiting statistics of the largest and smallest eigenvalues in the corre...
The distribution of the eigenvalues of Wishart matrices and Gaussian quadratic forms is of great int...
We introduce a “broken-arrow” matrix model for the β-Wishart ensemble, which improves on the traditi...
AbstractClassical Wishart distributions on the open convex cone of positive definite matrices and th...