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Matrix Variate Distribution Theory under Elliptical Models—V: The Non-Central Wishart and Inverted Wishart Distributions

dc.contributor.authorCaro-Lopera F.J
dc.contributor.authorGonzález Farías G
dc.contributor.authorBalakrishnan N.
dc.date.accessioned2023-10-24T19:25:25Z
dc.date.available2023-10-24T19:25:25Z
dc.date.created2022
dc.identifier.issn10665307
dc.identifier.urihttp://hdl.handle.net/11407/8069
dc.description.abstractAbstract: The non-central Wishart and inverted Wishart distributions are studied in this work under elliptical models; some distributional results are based on some generalizations of the well-known Kummer relations, which leds us to determine that some moments have a polynomial representation. Then the non-central F and ‘‘studentized Wishart’’ distributions are derived in a general setting. After some generalizations, including the so called non-central generalized inverted Wishart distribution, the classical results based on Gaussian models are derived here as corollaries. © 2022, Allerton Press, Inc.eng
dc.language.isoeng
dc.publisherPleiades journals
dc.relation.isversionofhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85134371301&doi=10.3103%2fS1066530722010021&partnerID=40&md5=01dddebcfdeac9b2c044af01c7cf80e0
dc.sourceMath. Methods Stat.
dc.sourceMathematical Methods of Statisticseng
dc.subjectElliptical modelseng
dc.subjectF and ‘‘studentized Wishart’’ distributionseng
dc.subjectGeneralized non-central Wisharteng
dc.subjectInverted Wisharteng
dc.subjectZonal and invariant polynomialseng
dc.titleMatrix Variate Distribution Theory under Elliptical Models—V: The Non-Central Wishart and Inverted Wishart Distributionseng
dc.typeArticle
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.publisher.programCiencias Básicasspa
dc.type.spaArtículo
dc.identifier.doi10.3103/S1066530722010021
dc.relation.citationvolume31
dc.relation.citationissue1
dc.relation.citationstartpage18
dc.relation.citationendpage42
dc.publisher.facultyFacultad de Ciencias Básicasspa
dc.affiliationCaro-Lopera, F.J., Universidad de Medellín Faculty of Basic Sciences, Carrera 87 No.30-65, of. 4-216, Medellín, Colombia
dc.affiliationGonzález Farías, G., CIMAT A. C., Department of Probability and Statistics Callejón de Jalisco s/n, Mineral de Valenciana, Guanajuato, 36240, Mexico
dc.affiliationBalakrishnan, N., McMaster University, Department of Mathematics and Statistics, Hamilton, ON L8S 4K1, Canada
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dc.type.versioninfo:eu-repo/semantics/publishedVersion
dc.identifier.reponamereponame:Repositorio Institucional Universidad de Medellín
dc.identifier.repourlrepourl:https://repository.udem.edu.co/
dc.identifier.instnameinstname:Universidad de Medellín


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