Ferreira, Johannes T.; Bekker, Andriëtte Weighted condition number distributions emanating from complex noncentral Wishart type matrices. (English) Zbl 07616800 Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 99-119 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{J. T. Ferreira} and \textit{A. Bekker}, in: Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. 99--119 (2020; Zbl 07616800) Full Text: DOI
Tsukuma, Hisayuki; Kubokawa, Tatsuya Estimation of a covariance matrix in multivariate skew-normal distribution. (English) Zbl 1511.62113 Commun. Stat., Theory Methods 49, No. 5, 1174-1200 (2020). MSC: 62H12 62H10 PDFBibTeX XMLCite \textit{H. Tsukuma} and \textit{T. Kubokawa}, Commun. Stat., Theory Methods 49, No. 5, 1174--1200 (2020; Zbl 1511.62113) Full Text: DOI
Ye, Rendao; Wang, Tonghui; Gupta, Arjun K. Distribution of matrix quadratic forms under skew-normal settings. (English) Zbl 1298.62086 J. Multivariate Anal. 131, 229-239 (2014). MSC: 62H10 62E17 PDFBibTeX XMLCite \textit{R. Ye} et al., J. Multivariate Anal. 131, 229--239 (2014; Zbl 1298.62086) Full Text: DOI
Hu, Jianhua Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms. (English) Zbl 1195.15025 Linear Algebra Appl. 433, No. 4, 796-809 (2010). Reviewer: Erich W. Ellers (Toronto) MSC: 15A63 62H10 62H15 15A69 15B52 PDFBibTeX XMLCite \textit{J. Hu}, Linear Algebra Appl. 433, No. 4, 796--809 (2010; Zbl 1195.15025) Full Text: DOI
Hu, Jianhua Wishartness and independence of matrix quadratic forms in a normal random matrix. (English) Zbl 1132.62036 J. Multivariate Anal. 99, No. 3, 555-571 (2008). MSC: 62H05 15B52 PDFBibTeX XMLCite \textit{J. Hu}, J. Multivariate Anal. 99, No. 3, 555--571 (2008; Zbl 1132.62036) Full Text: DOI
Steerneman, A. G. M.; van Perlo-ten Kleij, Frederieke The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix. (English) Zbl 1130.62054 Stat. Probab. Lett. 78, No. 3, 249-253 (2008). MSC: 62H05 62H10 PDFBibTeX XMLCite \textit{A. G. M. Steerneman} and \textit{F. van Perlo-ten Kleij}, Stat. Probab. Lett. 78, No. 3, 249--253 (2008; Zbl 1130.62054) Full Text: DOI HAL
Neudecker, H. Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng’s domination result. (English) Zbl 1274.62374 SORT 28, No. 2, 191-199 (2004). MSC: 62H12 15A24 15A45 PDFBibTeX XMLCite \textit{H. Neudecker}, SORT 28, No. 2, 191--199 (2004; Zbl 1274.62374) Full Text: EuDML Link
Richards, Donald St. P. Total positivity properties of generalized hypergeometric functions of matrix argument. (English) Zbl 1134.33315 J. Stat. Phys. 116, No. 1-4, 907-922 (2004). MSC: 33C70 33C20 33E20 43A90 62H99 60E15 15B52 PDFBibTeX XMLCite \textit{D. St. P. Richards}, J. Stat. Phys. 116, No. 1--4, 907--922 (2004; Zbl 1134.33315) Full Text: DOI
Ratnarajah, T.; Vaillantcourt, R.; Alvo, M. Jacobians and hypergeometric functions in complex multivariate analysis. (English) Zbl 1077.62042 Can. Appl. Math. Q. 12, No. 2, 213-239 (2004). MSC: 62H05 15B52 33C20 60E05 15A69 33C90 PDFBibTeX XMLCite \textit{T. Ratnarajah} et al., Can. Appl. Math. Q. 12, No. 2, 213--239 (2004; Zbl 1077.62042)
Mathew, Thomas; Sharma, Manoj Kumar; Nordström, Kenneth Tolerance regions and multiple-use confidence regions in multivariate calibration. (English) Zbl 0929.62071 Ann. Stat. 26, No. 5, 1989-2013 (1998). MSC: 62H99 62F25 62J99 PDFBibTeX XMLCite \textit{T. Mathew} et al., Ann. Stat. 26, No. 5, 1989--2013 (1998; Zbl 0929.62071) Full Text: DOI
Díaz-García, José A.; Gutiérrez Jáimez, Ramón; Mardia, Kanti V. Wishart and pseudo-Wishart distributions and some applications to shape theory. (English) Zbl 0886.62059 J. Multivariate Anal. 63, No. 1, 73-87 (1997). MSC: 62H10 62H11 62H05 62E17 PDFBibTeX XMLCite \textit{J. A. Díaz-García} et al., J. Multivariate Anal. 63, No. 1, 73--87 (1997; Zbl 0886.62059) Full Text: DOI
Sultan, Shagufta A.; Tracy, Derrick S. Moments of Wishart distribution. (English) Zbl 0859.62055 Stochastic Anal. Appl. 14, No. 2, 237-243 (1996). Reviewer: W.Stadje (Osnabrück) MSC: 62H10 60E05 60K10 PDFBibTeX XMLCite \textit{S. A. Sultan} and \textit{D. S. Tracy}, Stochastic Anal. Appl. 14, No. 2, 237--243 (1996; Zbl 0859.62055) Full Text: DOI
Leung, Pui Lam; Lo, Milton An identity for the noncentral multivariate F distribution with application. (English) Zbl 0893.62045 Stat. Sin. 6, No. 2, 419-431 (1996). MSC: 62H05 62H12 62C99 PDFBibTeX XMLCite \textit{P. L. Leung} and \textit{M. Lo}, Stat. Sin. 6, No. 2, 419--431 (1996; Zbl 0893.62045)
Sultan, Shagufta A.; Tracy, Derrick S. Moments of the generalized complex matrix-variate normal distribution. (English) Zbl 0854.62054 Int. J. Math. Stat. Sci. 3, No. 2, 217-239 (1994). MSC: 62H10 15A63 47N30 PDFBibTeX XMLCite \textit{S. A. Sultan} and \textit{D. S. Tracy}, Int. J. Math. Stat. Sci. 3, No. 2, 217--239 (1994; Zbl 0854.62054)
Tracy, D. S.; Sultan, S. A. Third moment of matrix quadratic forms – noncentral case. (English) Zbl 0854.62056 Int. J. Math. Stat. Sci. 3, No. 1, 111-125 (1994). MSC: 62H10 15A63 PDFBibTeX XMLCite \textit{D. S. Tracy} and \textit{S. A. Sultan}, Int. J. Math. Stat. Sci. 3, No. 1, 111--125 (1994; Zbl 0854.62056)
Young, Dean M.; Meaux, Laurie M.; Seaman, John W. jun. Independence-distribution-preserving joint covariance structures for the two-group problem. (English) Zbl 0830.62052 S. Afr. Stat. J. 28, No. 1, 37-53 (1994). MSC: 62H05 15A24 PDFBibTeX XMLCite \textit{D. M. Young} et al., S. Afr. Stat. J. 28, No. 1, 37--53 (1994; Zbl 0830.62052)
Chikuse, Yasuko Generalized noncentral Hermite and Laguerre polynomials in multiple matrices. (English) Zbl 0805.62054 Linear Algebra Appl. 210, 209-226 (1994). MSC: 62H05 42C05 33C50 33C90 62H10 PDFBibTeX XMLCite \textit{Y. Chikuse}, Linear Algebra Appl. 210, 209--226 (1994; Zbl 0805.62054) Full Text: DOI
Leung, Pui Lam An identity for the noncentral Wishart distribution with application. (English) Zbl 0790.62053 J. Multivariate Anal. 48, No. 1, 107-114 (1994). MSC: 62H05 62H12 62C99 PDFBibTeX XMLCite \textit{P. L. Leung}, J. Multivariate Anal. 48, No. 1, 107--114 (1994; Zbl 0790.62053) Full Text: DOI
Chikuse, Yasuko Asymptotic theory for the concentrated matrix Langevin distributions on the Grassmann manifold. (English) Zbl 0857.62012 Matsusita, K. (ed.) et al., Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 237-245 (1993). MSC: 62E20 62H15 62H10 PDFBibTeX XMLCite \textit{Y. Chikuse}, in: Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 237--245 (1993; Zbl 0857.62012)
Goodall, Colin; Mardia, Kanti V. The noncentral Bartlett decompositions and shape densities. (English) Zbl 0742.62053 J. Multivariate Anal. 40, No. 1, 94-108 (1992). MSC: 62H10 62A01 PDFBibTeX XMLCite \textit{C. Goodall} and \textit{K. V. Mardia}, J. Multivariate Anal. 40, No. 1, 94--108 (1992; Zbl 0742.62053) Full Text: DOI
Gupta, A. K.; Kabe, D. G. One-way classification ANOVA model for the mixture of two multivariate normal populations. (English) Zbl 0734.62073 Biom. J. 33, No. 3, 361-367 (1991). MSC: 62J10 PDFBibTeX XMLCite \textit{A. K. Gupta} and \textit{D. G. Kabe}, Biom. J. 33, No. 3, 361--367 (1991; Zbl 0734.62073) Full Text: DOI
Peddada, Shyamal Das; Richards, Donald St. P. Proof of a conjecture of M.L. Eaton on the characteristic function of the Wishart distribution. (English) Zbl 0728.62053 Ann. Probab. 19, No. 2, 868-874 (1991). MSC: 62H05 60E10 62H10 60E07 PDFBibTeX XMLCite \textit{S. D. Peddada} and \textit{D. St. P. Richards}, Ann. Probab. 19, No. 2, 868--874 (1991; Zbl 0728.62053) Full Text: DOI
Kabe, D. G. Some results for central and noncentral Wishart densities. (English) Zbl 0741.62054 Ind. Math. 40, No. 2, 171-178 (1990). MSC: 62H05 62H10 PDFBibTeX XMLCite \textit{D. G. Kabe}, Ind. Math. 40, No. 2, 171--178 (1990; Zbl 0741.62054)
Kabe, D. G. On the equivalence of two Bessel functions of matrix argument. (English) Zbl 0741.62053 Ind. Math. 40, No. 2, 163-169 (1990). MSC: 62H05 33C10 33C90 62H10 PDFBibTeX XMLCite \textit{D. G. Kabe}, Ind. Math. 40, No. 2, 163--169 (1990; Zbl 0741.62053)
Kabe, D. G. On some noncentral multivariate beta distribution problems. (English) Zbl 0738.62058 Ind. Math. 40, No. 2, 149-154 (1990). MSC: 62H10 62H05 PDFBibTeX XMLCite \textit{D. G. Kabe}, Ind. Math. 40, No. 2, 149--154 (1990; Zbl 0738.62058)
Yang, Jian; Cheng, Tuhao; Fang, Hongbin Distributions of latent roots of matrix-ratio for elliptically contoured distributions. (Chinese. English summary) Zbl 0702.62045 Acta Sci. Nat. Univ. Sunyatseni 28, No. 4, 43-48 (1989). MSC: 62H10 PDFBibTeX XMLCite \textit{J. Yang} et al., Acta Sci. Nat. Univ. Sunyatseni 28, No. 4, 43--48 (1989; Zbl 0702.62045)
Sugiura, Nariaki; Konno, Yoshihiko Entropy loss and risk of improved estimators for the generalized variance and precision. (English) Zbl 0668.62033 Ann. Inst. Stat. Math. 40, No. 2, 329-341 (1988). MSC: 62H12 62H10 PDFBibTeX XMLCite \textit{N. Sugiura} and \textit{Y. Konno}, Ann. Inst. Stat. Math. 40, No. 2, 329--341 (1988; Zbl 0668.62033) Full Text: DOI
Mathai, A. M.; Saxena, R. K. Various practical problems in probability and statistics where Lauricella’s confluent hypergeometric function appears naturally. (English) Zbl 0717.62046 Gaṇita Sandesh 1, No. 1-2, 41-48 (1987). Reviewer: A.M.Mathai MSC: 62H05 33C65 33C15 62H10 PDFBibTeX XMLCite \textit{A. M. Mathai} and \textit{R. K. Saxena}, Gaṇita Sandesh 1, No. 1--2, 41--48 (1987; Zbl 0717.62046)
Kabe, D. G. On some unresolved conjectures in statistics. (English) Zbl 0654.62042 Ind. Math. 37, No. 2, 107-117 (1987). MSC: 62H05 62H10 PDFBibTeX XMLCite \textit{D. G. Kabe}, Ind. Math. 37, No. 2, 107--117 (1987; Zbl 0654.62042)
Browne, M. W.; Shapiro, A. The asymptotic covariance matrix of sample correlation coefficients under general conditions. (English) Zbl 0601.62077 Linear Algebra Appl. 82, 169-176 (1986). MSC: 62H20 62H05 PDFBibTeX XMLCite \textit{M. W. Browne} and \textit{A. Shapiro}, Linear Algebra Appl. 82, 169--176 (1986; Zbl 0601.62077) Full Text: DOI
Chikuse, Yasuko; Davis, A. W. Some properties of invariant polynomials with matrix arguments and their applications in econometrics. (English) Zbl 0588.62074 Ann. Inst. Stat. Math. 38, 109-122 (1986). MSC: 62H10 33-XX 62H99 62H05 62P20 PDFBibTeX XMLCite \textit{Y. Chikuse} and \textit{A. W. Davis}, Ann. Inst. Stat. Math. 38, 109--122 (1986; Zbl 0588.62074) Full Text: DOI
Neudecker, H. On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution. (English) Zbl 0611.62053 Linear Algebra Appl. 70, 257-262 (1985). MSC: 62H05 62H99 15A69 PDFBibTeX XMLCite \textit{H. Neudecker}, Linear Algebra Appl. 70, 257--262 (1985; Zbl 0611.62053) Full Text: DOI Link
Kourouklis, S.; Moschopoulos, P. G. On the distribution of the trace of a noncentral Wishart matrix. (English) Zbl 0591.62045 Metron 43, No. 1-2, 85-92 (1985). MSC: 62H10 PDFBibTeX XMLCite \textit{S. Kourouklis} and \textit{P. G. Moschopoulos}, Metron 43, No. 1--2, 85--92 (1985; Zbl 0591.62045)
Schott, James R. Optimal bounds for the distributions of some test criteria for tests of dimensionality. (English) Zbl 0573.62048 Biometrika 71, 561-567 (1984). Reviewer: N.Sugiura MSC: 62H10 62H15 PDFBibTeX XMLCite \textit{J. R. Schott}, Biometrika 71, 561--567 (1984; Zbl 0573.62048) Full Text: DOI
Gupta, A. K.; Rathie, P. N. On the noncentral distribution of the determinant of a complex Wishart matrix. (English) Zbl 0546.62025 Metron 41, No. 3-4, 109-116 (1983). MSC: 62H10 PDFBibTeX XMLCite \textit{A. K. Gupta} and \textit{P. N. Rathie}, Metron 41, No. 3--4, 109--116 (1983; Zbl 0546.62025)
Mathai, A. M.; Pillai, K. C. S. Further results on the trace of a noncentral Wishart matrix. (English) Zbl 0521.62042 Commun. Stat., Theory Methods 11, 1077-1086 (1982). MSC: 62H10 62E15 PDFBibTeX XMLCite \textit{A. M. Mathai} and \textit{K. C. S. Pillai}, Commun. Stat., Theory Methods 11, 1077--1086 (1982; Zbl 0521.62042) Full Text: DOI
Waikar, V. B. On the noncentral distribution of the ratio of the extreme roots of the Wishart matrix. (English) Zbl 0452.62035 Int. J. Math. Math. Sci. 4, 147-154 (1981). MSC: 62H10 62E15 PDFBibTeX XMLCite \textit{V. B. Waikar}, Int. J. Math. Math. Sci. 4, 147--154 (1981; Zbl 0452.62035) Full Text: DOI EuDML
Perlman, Michael D.; Olkin, Ingram Unbiasedness of invariant tests for MANOVA and other multivariate problems. (English) Zbl 0465.62046 Ann. Stat. 8, 1326-1341 (1980). MSC: 62H10 62H15 62J10 62H20 62J05 PDFBibTeX XMLCite \textit{M. D. Perlman} and \textit{I. Olkin}, Ann. Stat. 8, 1326--1341 (1980; Zbl 0465.62046) Full Text: DOI
Mathai, A. M. Moments of the trace of a noncentral Wishart matrix. (English) Zbl 0462.62038 Commun. Stat., Theory Methods A9, 795-801 (1980). MSC: 62H10 62E20 62E15 PDFBibTeX XMLCite \textit{A. M. Mathai}, Commun. Stat., Theory Methods A9, 795--801 (1980; Zbl 0462.62038) Full Text: DOI
Nagao, Hisao An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \(\Omega =0(n)\). (English) Zbl 0444.62028 Ann. Inst. Stat. Math. 30, 377-383 (1978). MSC: 62E20 62H10 PDFBibTeX XMLCite \textit{H. Nagao}, Ann. Inst. Stat. Math. 30, 377--383 (1978; Zbl 0444.62028) Full Text: DOI