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Wishart distribution infinitely divisible distributions 1
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Shanbhag, D. N. 1
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Journal of Multivariate Analysis 1
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On the structure of the Wishart distribution
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],...
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