Soit M une p-matrice aléatoire réelle symétrique de loi de Wishart à k degrés de liberté et de paramètre d'échelle Σ. On peut caractériser la loi de M par la loi de , pour toute base Σ-orthogonale de . Nous proposons une caractérisation plus faible de la loi de M, montrant que, si , il suffit de connaître la loi de .
Let M be a random symmetric real p-matrix of Wishart distribution with k degrees of freedom and scale parameter Σ. The distribution of M can usually be characterized by the distribution of , for any Σ-orthogonal basis of . We propose to weaken this characterization, showing that, when , it is sufficient to know the distribution of .
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@article{CRMATH_2016__354_6_623_0, author = {Fraisse, Gabriel and Viguier-Pla, Sylvie}, title = {A weak characterization of real {Wishart} matrices by quadratic forms}, journal = {Comptes Rendus. Math\'ematique}, pages = {623--627}, publisher = {Elsevier}, volume = {354}, number = {6}, year = {2016}, doi = {10.1016/j.crma.2016.03.011}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2016.03.011/} }
TY - JOUR AU - Fraisse, Gabriel AU - Viguier-Pla, Sylvie TI - A weak characterization of real Wishart matrices by quadratic forms JO - Comptes Rendus. Mathématique PY - 2016 SP - 623 EP - 627 VL - 354 IS - 6 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2016.03.011/ DO - 10.1016/j.crma.2016.03.011 LA - en ID - CRMATH_2016__354_6_623_0 ER -
%0 Journal Article %A Fraisse, Gabriel %A Viguier-Pla, Sylvie %T A weak characterization of real Wishart matrices by quadratic forms %J Comptes Rendus. Mathématique %D 2016 %P 623-627 %V 354 %N 6 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2016.03.011/ %R 10.1016/j.crma.2016.03.011 %G en %F CRMATH_2016__354_6_623_0
Fraisse, Gabriel; Viguier-Pla, Sylvie. A weak characterization of real Wishart matrices by quadratic forms. Comptes Rendus. Mathématique, Tome 354 (2016) no. 6, pp. 623-627. doi : 10.1016/j.crma.2016.03.011. http://www.numdam.org/articles/10.1016/j.crma.2016.03.011/
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