Expectations of useful complex Wishart forms

DOI10.1007/BF00980709MaRDI QIDQ1329007zbMATH OpenFDO

Authors John A. Tague, Curtis I. Caldwell

Publication date 29 June 1994

Published in Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00980709

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35)

Cites work

• A Characterization of the Wishart Distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 18864 (Why is no real title available?)
• On the Complex Wishart Distribution
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The multivariate distribution of complex normal variables

Cited in

(5)

• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
• On a symbolic representation of non-central Wishart random matrices with applications
• Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
• Moments and cumulants for the complex Wishart
• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution

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