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On non-central distribution of the matrix ratio

math.ST · 2024-10-18 · unverdicted · novelty 5.0

Derives the distribution of the ratio of a non-central mean matrix and a sample covariance matrix, aligning with the _1F1 term in the univariate non-central t, with some matrix-variate extensions.

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  • On non-central distribution of the matrix ratio math.ST · 2024-10-18 · unverdicted · none · ref 8

    Derives the distribution of the ratio of a non-central mean matrix and a sample covariance matrix, aligning with the _1F1 term in the univariate non-central t, with some matrix-variate extensions.