An identity for the Wishart distribution with applications
- 1 December 1979
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 9 (4) , 531-544
- https://doi.org/10.1016/0047-259x(79)90056-3
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Estimation of the Inverse Covariance Matrix: Random Mixtures of the Inverse Wishart Matrix and the IdentityThe Annals of Statistics, 1979
- Minimax estimators for a multinormal precision matrixJournal of Multivariate Analysis, 1977
- Multivariate Empirical Bayes and Estimation of Covariance MatricesThe Annals of Statistics, 1976
- A Characterization of the Wishart DistributionThe Annals of Mathematical Statistics, 1962
- A class of integral identities with matrix argumentDuke Mathematical Journal, 1959