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On a Kotz-Wishart distribution: Multivariate Varma transform

2014/04/17 by Amadou Sarr, Sarr, Amadou
Computer Science · Mathematics · #44A15 (Secondary) #62H10 #62H12 (Primary) 62E99 #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #FOS: Mathematics #Morphological variations and asymmetry #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1404.4441

openalex publication_date 2014/04/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix, we extended the Laplace transform operator. This generalized Laplace transform is applied to some functions of matrix argument.

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