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

作     者：Kaouthar KAMMOUN Kaouthar KAMMOUN

作者机构：National School of Electronics and Telecommunications of SfaxUniversity of Sfax3018Tunisia 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2024年第40卷第9期

页      面：2153-2168页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Cholesky decomposition Laplace transform method of moments non-central Wishart distribution Riesz distribution 

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 *** is related to the matrix of normal samples with monotonous missing *** characterize this distribution by means of its Laplace transform and we give an algorithm for generating *** we investigate,based on the method of the moment,the estimation of the parameters of the proposed *** performance of the proposed estimators is evaluated by a numerical study.