The complex Wishart distribution and the symmetric group

DOI10.1214/aos/1046294466zbMath1019.62047MaRDI QIDQ1394767

Gérard Letac, Hélène Massam, Piotr Graczyk

Publication date: 28 September 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1046294466

zbMATH Keywords

moments; irreducible representations; Schur polynomials; complex Wishart

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

20C30: Representations of finite symmetric groups

20B30: Symmetric groups

Related Items

Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss, The noncentral Wishart as an exponential family, and its moments, Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss, The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution, Asymptotic normality for traces of polynomials in independent complex Wishart matrices, Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces, Cumulants for random matrices as convolutions on the symmetric group

Uses Software

• GAP

Cites Work

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• Theory and Application of Plane Partitions. Part 2
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)