Information for "Complex Wishart distribution"

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Display titleComplex Wishart distribution
Default sort keyComplex Wishart Distribution
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Page ID41378
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Page creatorimported>Wincert
Date of page creation20:35, 6 March 2023
Latest editorimported>Wincert
Date of latest edit20:35, 6 March 2023
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In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of $ n $ times the sample Hermitian covariance matrix of $ n $ zero-mean independent Gaussian random variables. It has support for $ p\times p $ Hermitian positive definite matrices...
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