Condition numbers of indefinite rank 2 ghost Wishart matrices
Abstract We define an indefinite Wishart matrix as a matrix of the form A= W[superscript T]WΣ, where Σ is an indefinite diagonal matrix and W is a matrix of independent standard normals. We focus on the case where W is L×2 which has engineering applications. We obtain the distribution of the ratio o...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier BV,
2017-11-28T14:13:55Z.
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| Subjects: | |
| Online Access: | Get fulltext |