Expectations of functions of complex Wishart matrix
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Cites work
- scientific article; zbMATH DE number 3840993 (Why is no real title available?)
- scientific article; zbMATH DE number 4005357 (Why is no real title available?)
- scientific article; zbMATH DE number 51346 (Why is no real title available?)
- scientific article; zbMATH DE number 2013230 (Why is no real title available?)
- scientific article; zbMATH DE number 3298423 (Why is no real title available?)
- scientific article; zbMATH DE number 3323640 (Why is no real title available?)
- A determinant representation for the distribution of a generalised quadratic form in complex normal vectors
- A note on some Wishart expectations
- Best equivariant estimators of a Cholesky decomposition
- Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Linear and graphical models for the multivariate complex normal distribution
- On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
- On the Complex Wishart Distribution
- On the distribution of the latent roots of a complex Wishart matrix (non- central case)
- Partial differential equations for hypergeometric functions of complex argument matrices and their applications
- Some recent developments on complex multivariate distributions
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- The Distribution of the Determinant of a Complex Wishart Distributed Matrix
- The characteristic function of Hermitian quadratic forms in complex normal variables
- The inverted complex Wishart distribution and its application to spectral estimation
- The multivariate distribution of complex normal variables
- The special functions and their approximations. Vol. I, II
Cited in
(7)- Random density matrices: closed form expressions for the variance of squared Hilbert-Schmidt distance
- Schur expansion of random-matrix reproducing kernels
- Integer moments of complex Wishart matrices and Hurwitz numbers
- On the zeta Mahler measure function of the Jacobian determinant, condition numbers and the height of the generic discriminant
- Relations between generalised Wishart matrices, the Muttalib-Borodin model and matrix spherical functions
- Noncentral complex Wishart matrices: Moments and correlation of minors
- A note on some Wishart expectations
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