Letac, Gérard; Massam, Hélène - In: Journal of Multivariate Analysis 99 (2008) 7, pp. 1393-1417
While the noncentral Wishart distribution is generally introduced as the distribution of the random symmetric matrix where Y1,...,Yn are independent Gaussian rows in with the same covariance, the present paper starts from a slightly more general definition, following the extension of the...