| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145526 | Journal of Multivariate Analysis | 2014 | 5 Pages |
Abstract
In this study, we introduce a derivation of real and complex anti-Wishart distribution, which can be summarized as integration of Dirac delta function in sample space with ‘Bartlett coordinate setting’. As a result, we can show that it extremely simplifies the derivation of anti-Wishart distribution in comparison with conventional ones.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Soonyu Yu, Jaena Ryu, Kyoohong Park,