Article ID Journal Published Year Pages File Type
1150274 Journal of Statistical Planning and Inference 2006 18 Pages PDF
Abstract

In this paper, we determine the density of a singular elliptically contoured matrix. From this, the study of Wishart and Pseudo-Wishart distributions, whether central or noncentral, whether singular or nonsingular, is extended to the case of elliptical models. Some elated distributions are studied in the context of shape theory. Particular attention is paid to singular size-and-shape and size-and-shape cone densities.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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