A derivation based on spectral decomposition allows specifying the characteristic function of the trace of a singular or nonsingular, central or noncentral, true or pseudo-Wishart. The trace equals a weighted sum of noncentral chi-squared random variables and constants. We describe computational methods.
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|---|---|
| http://www.ncbi.nlm.nih.gov/pmc/articles/PMC8296823 | PMC |
| http://dx.doi.org/10.1080/03610929808832218 | DOI Listing |
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