Open Access
VOL. 53 | 2007 Chapter 8: The Wishart Distribution
Chapter Author(s) Morris L. Eaton
IMS Lecture Notes Monogr. Ser., 2007: 302-333 (2007) DOI: 10.1214/lnms/1196285114

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

Information

Published: 1 January 2007
First available in Project Euclid: 28 November 2007

Digital Object Identifier: 10.1214/lnms/1196285114

Rights: Copyright © 2007, Institute of Mathematical Statistics

Back to Top