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In this paper, we define and discuss a class of generalized Wishart distributions under elliptical models. We derive the non-central moments of the likelihood ratio statistic for testing the equality of two covariance ...
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A formula for the determinant of a matrix in terms of powers of traces is presented. Then, some expansions for powers of determinants of positive definite matrices in terms of zonal polynomials are derived. By making use ...
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In this second part of the paper, we make use of the distribution of the trace of a generalized Wishart matrix based on elliptical models to derive the moments of statistic V used for testing sphericity for a general ...
Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
In this work, we derive the joint distribution of the latent roots of a sample covariance matrix under elliptical models. We then obtain the distributions of the largest and smallest latent roots. In the process of these ...
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This article defines the so called Generalized Matrix Variate Jensen-Logistic distribution. The relevant applications of this class of distributions in Configuration Shape Theory consist of a more efficient computation, ...