%0 Journal Article %1 DIAZGARCIA20111296 %A Dı´az-García, José A. %A Gutiérrez-Jáimez, Ramón %D 2011 %J Linear Algebra and its Applications %K multivariate wishart %N 6 %P 1296 - 1310 %R https://doi.org/10.1016/j.laa.2011.03.007 %T On Wishart distribution: Some extensions %U http://www.sciencedirect.com/science/article/pii/S0024379511002102 %V 435 %X This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases under elliptical models. In particular, the matrix multivariate elliptical distribution, the noncentral generalised Wishart distribution, the joint density of the eigenvalues and the distribution of the maximum eigenvalue are obtained for real normed division algebras.

@article{DIAZGARCIA20111296, abstract = {This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases under elliptical models. In particular, the matrix multivariate elliptical distribution, the noncentral generalised Wishart distribution, the joint density of the eigenvalues and the distribution of the maximum eigenvalue are obtained for real normed division algebras.}, added-at = {2018-03-20T06:06:07.000+0100}, author = {Dı´az-García, José A. and Gutiérrez-Jáimez, Ramón}, biburl = {https://www.bibsonomy.org/bibtex/2f742701e5e48de0938bc01c4217cbe93/shabbychef}, description = {On Wishart distribution: Some extensions - ScienceDirect}, doi = {https://doi.org/10.1016/j.laa.2011.03.007}, interhash = {da42527f72cb4d87e90e553d41d846b3}, intrahash = {f742701e5e48de0938bc01c4217cbe93}, issn = {0024-3795}, journal = {Linear Algebra and its Applications}, keywords = {multivariate wishart}, number = 6, pages = {1296 - 1310}, timestamp = {2018-03-20T06:06:07.000+0100}, title = {On Wishart distribution: Some extensions}, url = {http://www.sciencedirect.com/science/article/pii/S0024379511002102}, volume = 435, year = 2011 }