%0 Journal Article %1 LEUNG1994107 %A Leung, Pui Lam %D 1994 %J Journal of Multivariate Analysis %K distributions multivariate noncentral statistics wishart %N 1 %P 107 - 114 %R https://doi.org/10.1016/0047-259X(94)80007-I %T An identity for the noncentral wishart distribution with application %U http://www.sciencedirect.com/science/article/pii/0047259X9480007I %V 48 %X This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein and L. Haff) to the noncentral Wishart distribution. As an application of this noncentral Wishart identity, we consider the problem of estimating the noncentrality matrix of a noncentral Wishart distribution. This noncentral Wishart identity is used to develop a class of orthogonally invariant estimators which dominate the usual unbiased estimator.

@article{LEUNG1994107, abstract = {This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein and L. Haff) to the noncentral Wishart distribution. As an application of this noncentral Wishart identity, we consider the problem of estimating the noncentrality matrix of a noncentral Wishart distribution. This noncentral Wishart identity is used to develop a class of orthogonally invariant estimators which dominate the usual unbiased estimator.}, added-at = {2018-03-18T05:10:45.000+0100}, author = {Leung, Pui Lam}, biburl = {https://www.bibsonomy.org/bibtex/2e361a1aae9b62cc76bccc0e694421a1d/shabbychef}, description = {An identity for the noncentral wishart distribution with application - ScienceDirect}, doi = {https://doi.org/10.1016/0047-259X(94)80007-I}, interhash = {60ab0561d09016125598adb2926aaa9d}, intrahash = {e361a1aae9b62cc76bccc0e694421a1d}, issn = {0047-259X}, journal = {Journal of Multivariate Analysis}, keywords = {distributions multivariate noncentral statistics wishart}, number = 1, pages = {107 - 114}, timestamp = {2018-03-18T05:10:45.000+0100}, title = {An identity for the noncentral wishart distribution with application}, url = {http://www.sciencedirect.com/science/article/pii/0047259X9480007I}, volume = 48, year = 1994 }