An Extension of the Non-central Wishart Distribution with Integer Shape Vector  

作　　者：Kaouthar KAMMOUN 

机构地区：[1]National School of Electronics and Telecommunications of Sfax,University of Sfax,3018,Tunisia

出　　处：《Acta Mathematica Sinica,English Series》2024年第9期2153-2168,共16页数学学报（英文版）

摘　　要：This research paper deals with an extension of the non-central Wishart introduced in 1944 by Anderson and Girshick,that is the non-central Riesz distribution when the scale parameter is derived from a discrete vector.It is related to the matrix of normal samples with monotonous missing data.We characterize this distribution by means of its Laplace transform and we give an algorithm for generating it.Then we investigate,based on the method of the moment,the estimation of the parameters of the proposed model.The performance of the proposed estimators is evaluated by a numerical study.

关 键 词：Cholesky decomposition Laplace transform method of moments non-central Wishart distribution Riesz distribution 

分 类 号：O211.3[理学—概率论与数理统计]