https://www.cimat.mx/wp-content/uploads/2021/04/transparent.png 0 0 González Acuña Francisco Javier https://www.cimat.mx/wp-content/uploads/2021/04/transparent.png González Acuña Francisco Javier2023-01-09 11:13:002023-01-11 19:56:18Matrix Variate Distribution Theory under Elliptical Models—V: The Non-Central Wishart and Inverted Wishart Distributions
Matrix Variate Distribution Theory under Elliptical Models—V: The Non-Central Wishart and Inverted Wishart Distributions
AUTORES: Central Wishart And Inverted Wishart Distributions Are Studied In This Work Under Elliptical Models; Some Distributional Results Are Based On Some Generalizations Of The Wellknown 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.