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The Shape of the Noncentral Chi-square Density
distribution theory log-concavity log-convexity noncentral distribution
2011/7/6
A noncentral chi-square density is log-concave if the degree of freedom is nu>=2. We complement this known result by showing that, for each 0ere exists lambda_nu>0 such that the chi-square wi...
Noncentral, Nonsingular Matrix Variate Beta Distribution
Noncentral Nonsingular Matrix Variate Beta Distribution
2009/9/17
Noncentral, Nonsingular Matrix Variate Beta Distribution。
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
Spectral norm random variable Toeplitz Hankel matrices
2009/3/23
Suppose sn is the spectral norm of either the Toeplitz or the Hankel matrix whose entries come from an i.i.d. sequence of random variables with positive mean μ and finite fourth moment. We show that n...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...