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On characterizing the complex Wishart distribution. (English) Zbl 1492.60034

Summary: In this research paper, we generalized the results of Ignacy in the multivariate case in order to characterize the complex Wishart distribution.

MSC:

60E05 Probability distributions: general theory
62H10 Multivariate distribution of statistics
62H05 Characterization and structure theory for multivariate probability distributions; copulas
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