Bodnar, Taras; Okhrin, Yarema - In: Journal of Multivariate Analysis 99 (2008) 10, pp. 2389-2405
In this paper we discuss the distributions and independency properties of several generalizations of the Wishart distribution. First, an analog to Muirhead [R.J. Muirhead, Aspects of Multivariate Statistical Theory, Wiley, New York, 1982] Theorem 3.2.10 for the partitioned matrix is...