Moments of the complex multivariate normal distribution

DOI10.1016/0024-3795(95)00559-5MaRDI QIDQ1914227zbMATH OpenOpenAlexFDO

Authors Shagufta A. Sultan, Derrick Shannon Tracy

Publication date 5 June 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(95)00559-5

zbMATH Keywords

momentscharacteristic functionrecurrence relationdifferential operatorsHermitian matricesderivativescomplex multivariate normal distributionHermitian quadratic formsfunctions of complex vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Moment problems and interpolation problems in the complex plane (30E05) Miscellaneous topics of analysis in the complex plane (30E99)

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Cites work

• scientific article; zbMATH DE number 3167440 (Why is no real title available?)
• scientific article; zbMATH DE number 3709869 (Why is no real title available?)
• scientific article; zbMATH DE number 3721906 (Why is no real title available?)
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• Complex Gaussian Processes
• Matrix derivatives with an application to an adaptive linear decision problem
• Moments for matrix normal variables
• Some results on commutation matrices, with statistical applications
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Detection of Radar Echoes in Noise. I
• The commutation matrix: Some properties and applications
• The multivariate distribution of complex normal variables

Cited in

(10)

• Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
• Normal moments and Hermite polynomials
• scientific article; zbMATH DE number 1864600 (Why is no real title available?)
• scientific article; zbMATH DE number 1441551 (Why is no real title available?)
• Moments for matrix normal variables
• The moments of the multivariate normal
• Spectral analysis of the fourth moment matrix
• Estimates of low bias for the multivariate normal
• Multitude of multivariatet-distributions
• Moments and cumulants of the multivariate normal distribution

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