Xiao, Yuewen; Ku, Yu-Cheng; Bloomfield, Peter; Ghosh, … - In: Statistics & Probability Letters 98 (2015) C, pp. 59-64
The Wishart distribution has long been a useful tool for modeling covariance structures. According to Gyndikin’s … theorem, the degrees of freedom (df) for a Wishart distribution can be any real number belonging to the Gyndikin set, either …
