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THE DAVIDSON‐KENDALL PROBLEM AND RELATED RESULTS ON THE STRUCTURE OF THE WISHART DISTRIBUTION
Author(s) -
N.Shanbhag D.
Publication year - 1988
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1988.tb00482.x
Subject(s) - wishart distribution , invertible matrix , mathematics , distribution (mathematics) , inverse wishart distribution , combinatorics , zero (linguistics) , random matrix , pure mathematics , statistics , physics , mathematical analysis , philosophy , multivariate statistics , linguistics , eigenvalues and eigenvectors , quantum mechanics
summary The random vectors ( U, V, W ) with U, W ≥ 0 and V 2 = UW almost surely (as.) and the left extremity of U + W as zero for which the distribution of ( U, V, W)Q for a 3 × 3 nonsingular real matrix Q is decomposable are identified and some further relevant results are given.