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.
