On a Kotz-Wishart distribution: Multivariate Varma transform
Statistics Theory
2014-04-18 v1 Statistics Theory
Abstract
We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix, we extended the Laplace transform operator. This generalized Laplace transform is applied to some functions of matrix argument.
Cite
@article{arxiv.1404.4441,
title = {On a Kotz-Wishart distribution: Multivariate Varma transform},
author = {Amadou Sarr},
journal= {arXiv preprint arXiv:1404.4441},
year = {2014}
}
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31 pages