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Wishart Variate Generator

Author

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  • W. B. Smith
  • R. R. Hocking

Abstract

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Suggested Citation

  • W. B. Smith & R. R. Hocking, 1972. "Wishart Variate Generator," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(3), pages 341-345, November.
    • Handle: RePEc:bla:jorssc:v:21:y:1972:i:3:p:341-345
    DOI: 10.2307/2346290
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    Cited by:

    1. Clement Stone & Michael Sobel, 1990. "The robustness of estimates of total indirect effects in covariance structure models estimated by maximum," Psychometrika, Springer;The Psychometric Society, vol. 55(2), pages 337-352, June.
    2. Louis T. Mariano & Daniel F. McCaffrey & J. R. Lockwood, 2010. "A Model for Teacher Effects From Longitudinal Data Without Assuming Vertical Scaling," Journal of Educational and Behavioral Statistics, , vol. 35(3), pages 253-279, June.
    3. Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
    4. Bernhard Flury & Martin Schmid & A. Narayanan, 1994. "Error rates in quadratic discrimination with constraints on the covariance matrices," Journal of Classification, Springer;The Classification Society, vol. 11(1), pages 101-120, March.
    5. Nobile, Agostino, 2000. "Comment: Bayesian multinomial probit models with a normalization constraint," Journal of Econometrics, Elsevier, vol. 99(2), pages 335-345, December.
    6. Lu, Nelson & Zimmerman, Dale L., 2005. "The likelihood ratio test for a separable covariance matrix," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 449-457, July.
    7. Yutaka Kano, 1990. "Noniterative estimation and the choice of the number of factors in exploratory factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 55(2), pages 277-291, June.
    8. Abdelhamid Hassairi & Fatma Ktari & Raoudha Zine, 2022. "On the Gaussian representation of the Riesz probability distribution on symmetric matrices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 609-632, December.
    9. Abdelkoddousse Ahdida & Aur'elien Alfonsi, 2010. "Exact and high order discretization schemes for Wishart processes and their affine extensions," Papers 1006.2281, arXiv.org, revised Mar 2013.
    10. Abdelkoddousse Ahdida & Aurélien Alfonsi, 2013. "Exact and high order discretization schemes for Wishart processes and their affine extensions," Post-Print hal-00491371, HAL.

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