Chapter 8: The Wishart Distribution
Morris L. Eaton
Source: Morris L. Eaton, Multivariate Statistics: A Vector Space Approach (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007) , 302-333.
Abstract
Contents
- 8.1. Basic Properties
- 8.2. Partitioning a Wishart Matrix
- 8.3. The Noncentral Wishart Distribution
- 8.4. Distributions Related to Likelihood Ratio Tests
- Problems
- Notes and References
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Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196285114
Digital Object Identifier: doi:10.1214/lnms/1196285114
Institute of Mathematical Statistics Lecture Notes - Monograph Series
