Matrix Variate Distribution Theory under Elliptical Models—V: The Non-Central Wishart and Inverted Wishart Distributions

The non-central Wishart and inverted Wishart distributions are studied in this work under elliptical models; some distributional results are based on some generalizations of the well-known Kummer relations, which leds us to determine that some moments have a polynomial representation. Then the non-central $$F$$ and ‘‘studentized Wishart’’ distributions are derived in a general setting. After some generalizations, including the so called …