PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
The inverse of a noncentral Wishart matrix occurs in a variety of contexts in multivariate statistical work, including instrumental variable (IV) regression, but there has been very little work on its properties. In this paper, we first provide an expression for the expectation of the inverse of a noncentral Wishart …