Complex Wishart distribution (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Complex Wishart distribution" in English language version.

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doi.org

  • N. R. Goodman (1963). "The distribution of the determinant of a complex Wishart distributed matrix". The Annals of Mathematical Statistics. 34 (1): 178–180. doi:10.1214/aoms/1177704251.
  • Goodman, N R (1963). "Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction)". Ann. Math. Statist. 34: 152–177. doi:10.1214/aoms/1177704250.
  • Shaman, Paul (1980). "The Inverted Complex Wishart Distribution and Its Application to Spectral Estimation". Journal of Multivariate Analysis. 10: 51–59. doi:10.1016/0047-259X(80)90081-0.
  • James, A. T. (1964). "Distributions of Matrix Variates and Latent Roots Derived from Normal Samples". Ann. Math. Statist. 35 (2): 475–501. doi:10.1214/aoms/1177703550.
  • Edelman, Alan (October 1988). "Eigenvalues and Condition Numbers of Random Matrices" (PDF). SIAM J. Matrix Anal. Appl. 9 (4): 543–560. doi:10.1137/0609045. hdl:1721.1/14322.

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