Moments of the trace of a noncentral wishart matrix

DOI10.1080/03610928008827921zbMath0462.62038OpenAlexW1967215109MaRDI QIDQ3911874

Arak M. Mathai

Publication date: 1980

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928008827921

zbMATH Keywords

cumulantsapproximationsexact momentstrace of noncentral Wishart matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

Related Items (7)

The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables ⋮ Probabilistic learning of treatment trees in cancer ⋮ Statistical properties of the total variation estimator for compositional data ⋮ On , where ⋮ On sums of independent gamma eandom yariames ⋮ On the trace of a wishart ⋮ Further results on the trace of a noncentral wishart matrix

Cites Work

• Unnamed Item
• Bessel functions of matrix argument
• Generalized hypergeometric functions with applications in statistics and physical sciences
• Some results on functions of matrix argument
• On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables

This page was built for publication: Moments of the trace of a noncentral wishart matrix