Shanbhag, D. N. - In: Journal of Multivariate Analysis 6 (1976) 3, pp. 347-355
In this paper it is shown that every nonnegative definite symmetric random matrix with independent diagonal elements and at least one nondegenerate nondiagonal element has a noninfinitely divisible distribution. Using this result it is established that every Wishart distribution Wp(k, [Sigma],...