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 -