共查询到3条相似文献,搜索用时 15 毫秒
1.
Donald Richards 《Statistics & probability letters》1983,1(3):141-145
Recent articles by Kushner and Meisner (1980) and Kushner, Lebow and Meisner (1981) have posed the problem of characterising the ‘EP’ functions f(S) for which Ef(S) for which E(f(S)) = λnf(Σ) for some λn ? , whenever the m × m matrix S has the Wishart distribution W(m, n, Σ). In this article we obtain integral representations for all nonnegative EP functions. It is also shown that any bounded EP function is harmonic, and that EP polynomials may be used to approximate the functions in certain Lp spaces. 相似文献
2.
D.N Shanbhag 《Journal of multivariate analysis》1976,6(3):347-355
In this paper it is shown that every nonnegative definite symmetric random matrix with independent diagonal elements and at least one nondegenerate nondiagonal element has a noninfinitely divisible distribution. Using this result it is established that every Wishart distribution Wp(k, Σ, M) with both p and rank (Σ) ≥ 2 is noninfinitely divisible. The paper also establishes that any Wishart matrix having distribution Wp(k, Σ, 0) has the joint distribution of its elements in the rth row and rth column to be infinitely divisible for every r = 1,2,…,p. 相似文献
3.
We consider the problem of estimating the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution when the scale parameter is known. A decision theoretic approach is taken with squared error as the loss function. We propose two new estimators and show their superior performance to an usual estimator theoretically and numerically. 相似文献