Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix

Constantin Siriteanu; Satoshi Kuriki; Donald Richards; Akimichi Takemura

doi:10.1016/j.spl.2016.02.016

Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix

Constantin Siriteanu
, Satoshi Kuriki
, Donald Richards
, Akimichi Takemura

Statistics

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	79-87
Number of pages	9
Journal	Statistics and Probability Letters
Volume	115
DOIs	https://doi.org/10.1016/j.spl.2016.02.016
State	Published - Aug 1 2016

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2016.02.016

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abstract = "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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AU - Siriteanu, Constantin

AU - Kuriki, Satoshi

AU - Richards, Donald

AU - Takemura, Akimichi

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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UR - https://www.scopus.com/pages/publications/84965171550#tab=citedBy

U2 - 10.1016/j.spl.2016.02.016

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M3 - Article

AN - SCOPUS:84965171550

SN - 0167-7152

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SP - 79

EP - 87

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix

Abstract

All Science Journal Classification (ASJC) codes

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