Moments and cumulants for the complex Wishart

DOI10.1016/J.JMVA.2012.05.002zbMath1274.62127OpenAlexW2069761877MaRDI QIDQ450879

Christopher S. Withers, Saralees Nadarajah

Publication date: 26 September 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.002

zbMATH Keywords

momentscumulantsBell polynomialscomplex normalcomplex Wishart

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Related Items (6)

Several explicit and recursive formulas for generalized Motzkin numbers ⋮ On a symbolic representation of non-central Wishart random matrices with applications ⋮ A frequency domain bootstrap for general multivariate stationary processes ⋮ Special values of the Bell polynomials of the second kind for some sequences and functions ⋮ Estimates of low bias for the multivariate normal ⋮ Unnamed Item

Cites Work

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• On the noncentral distribution of the determinant of a complex Wishart matrix
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• Some distributions of the latent roots of a complex Wishart matrix variate
• Expectations of useful complex Wishart forms
• An \(n\)-variate characterization of the gamma and the complex Wishart densities
• The complex Wishart distribution and the symmetric group
• Distribution and characteristic functions for correlated complex Wishart matrices
• A trivariate chi-squared distribution derived from the complex Wishart distribution
• An approximation to the distribution of the largest root of a complex Wishart matrix
• The multivariate distribution of complex normal variables
• The characteristic function of Hermitian quadratic forms in complex normal variables
• Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
• Complex Wishart matrices and conductance in mesoscopic systems: Exact results
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• On the Complex Wishart Distribution
• MacMahon's master theorem, representation theory, and moments of Wishart distributions

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