TY - JOUR
T1 - Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix
AU - Siriteanu, Constantin
AU - Kuriki, Satoshi
AU - Richards, Donald
AU - Takemura, Akimichi
N1 - Publisher Copyright:
© 2016 Elsevier B.V.
PY - 2016/8/1
Y1 - 2016/8/1
N2 - We show that the distribution of the scalar Schur complement in a noncentral Wishart matrix is a mixture of central chi-square distributions with different degrees of freedom. For the case of a rank-1 noncentrality matrix, we reveal that the mixture weights arise from a noncentral beta mixture of Poisson distributions.
AB - We show that the distribution of the scalar Schur complement in a noncentral Wishart matrix is a mixture of central chi-square distributions with different degrees of freedom. For the case of a rank-1 noncentrality matrix, we reveal that the mixture weights arise from a noncentral beta mixture of Poisson distributions.
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U2 - 10.1016/j.spl.2016.02.016
DO - 10.1016/j.spl.2016.02.016
M3 - Article
AN - SCOPUS:84965171550
SN - 0167-7152
VL - 115
SP - 79
EP - 87
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -