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This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases. In particular, the noncentral generalised...
Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues
eigenvalues of covariance matrix Wishart distribution test on eigenvalues interval estimation of eigenvalues
2010/4/28
In this paper we derive some new and practical results on testing and interval estimation
problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory
for block-wise in...
A characterization of the bivariate Wishart distribution
characterization the bivariate Wishart distribution
2009/9/22
We provide a characterization of the bivariate Wishart
and normal-Wishart distributions. Assume that 2 = {xi, x2) has
a non-singular bivariate normal pdf f (2) = N@, W) with unknown
mean vector fi ...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...
A recursion formula for expected negative and positive powers of the central Wishart distribution
Haff’s Fundamental Identity matrix differentiation central Wishart distribution
2009/2/23
We use Haff’s fundamental identity to express the expectation of Sp in lower-order terms, where Sfollows the central Wishart distribution.