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 |
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Elsevier BV
2017
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| Online Access: | http://hdl.handle.net/1721.1/112295 https://orcid.org/0000-0002-4078-6752 https://orcid.org/0000-0001-7676-3133 |