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

Francisco J. Caro-Lopera, Graciela González Farías, N. Balakrishnan

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    Resumen

    Abstract: 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.

    Idioma originalInglés
    Páginas (desde-hasta)18-42
    Número de páginas25
    PublicaciónMathematical Methods of Statistics
    Volumen31
    N.º1
    DOI
    EstadoPublicada - mar. 2022

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