Taboga, Marco (2021). "Wishart distribution", Lectures on probability theory and mathematical statistics. Kindle Direct Publishing. Online appendix. https://www.statlect.com/probability-distributions/wishart-distribution. don't forget to share
and Srivastava, M. S. (2008). Estimation of the precision matrix of a singular Wishart distribution and its application in high dimensional data, J. Multivariate Analysis (to appear).T. Kubokawa and M.S. Srivastava. Estimation of the precision matrix of a singular wishart distribution and ...
Then we establish the necessary properties of the singular Wishart distribution. Furthermore, we review the multivariate control charts used for monitoring. The simulation study in Section 4 compares the modified charts for the covariance matrix with the charts based on the transformed Gaussian ...
1) Wishart distribution function Wishart分布函数2) wishart distribution Wishart分布 1. In this paper, the authors generalize the definition of χ 2 distribution and introduce a quasi χ 2 distribution, and then prove several properties of it, find the necessary and sufficient conditions of ...
Journal of Statistical Computation and SimulationJensen, D. R. (1982). Recovering the Wishart distribution from its sections. Journal of Statistical Computation and Simulation, 15, 69-72. https://doi.org/10.1080/00949658208810564Jensen, D.R. (1982). Recovering the Wishart distribution from its ...
Characterizations of the distribution of the Demmel condition number of real Wishart matricesThe Demmel condition number is an indicator of the matrix condition, and its properties have recently found applications in many practical problems, such as in MIMO communication systems, in the analytical ...
This paper deals with the parameters of a natural extension of the Wishart distribution, that is the Riesz distribution on the space of symmetric matrices. We estimate the shape parameter using two different approaches. The first one is based on the method of moments, we give its expression ...
Before a particular probability distribution model is applied to fit the realworld data, it is necessary to confirm whether the given continuous probability distribution satisfies the underlying requirements by its characterization. Therefore, in this paper, some characterizations of the distribution of ...
3) closed skew-normal matrix distribution 闭偏态矩阵正态分布 1. Based on the closed skew-normal distribution,the paper presents the definition and properties of the closed skew-normal matrix distribution,and investigates its quadratic forms. 基于闭偏态正态分布,提出了闭偏态矩阵正态分布的定义,给...
In order to obtain samples from the conditional inverse Wishart distribution, the approach described in =-=[16]-=- is implemented. The method relies on well-known relationships between a partitioned matrix and its inverse, and properties of Wishart distributions. The method is as follows: Let ...