Some useful Wishart expectations based on the multivariate \(t\)-model
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Publication:1383248
DOI10.1007/BF02925409zbMath0887.62063MaRDI QIDQ1383248
Publication date: 2 April 1998
Published in: Statistical Papers (Search for Journal in Brave)
62H10: Multivariate distribution of statistics
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Unbiased estimator of correlation coefficient, Estimation methods for the multivariate \(t\) distribution
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