Complex inverse Wishart distribution (English Wikipedia)

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

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doi.org

  • Goodman, N R (1963). "Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution: an Introduction". Ann. Math. Statist. 34 (1): 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.
  • Maiwald, Dirk; Kraus, Dieter (1997). "On Moments of Complex Wishart and Complex Inverse Wishart Distributed Matrices". 1997 IEEE International Conference on Acoustics, Speech, and Signal Processing. Vol. 5. IEEE Icassp 1997. pp. 3817–3820. doi:10.1109/ICASSP.1997.604712. ISBN 0-8186-7919-0. S2CID 14918978.
  • Edelman, Alan (October 1998). "Eigenvalues and Condition Numbers of Random Matrices". SIAM J. Matrix Anal. Appl. 9 (4): 543–560. doi:10.1137/0609045. hdl:1721.1/14322.
  • 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.

handle.net

hdl.handle.net

  • Edelman, Alan (October 1998). "Eigenvalues and Condition Numbers of Random Matrices". SIAM J. Matrix Anal. Appl. 9 (4): 543–560. doi:10.1137/0609045. hdl:1721.1/14322.

projecteuclid.org

  • Goodman, N R (1963). "Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution: an Introduction". Ann. Math. Statist. 34 (1): 152–177. doi:10.1214/aoms/1177704250.

semanticscholar.org

api.semanticscholar.org

  • Maiwald, Dirk; Kraus, Dieter (1997). "On Moments of Complex Wishart and Complex Inverse Wishart Distributed Matrices". 1997 IEEE International Conference on Acoustics, Speech, and Signal Processing. Vol. 5. IEEE Icassp 1997. pp. 3817–3820. doi:10.1109/ICASSP.1997.604712. ISBN 0-8186-7919-0. S2CID 14918978.