Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution
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Publication:1907815
DOI10.1006/jmva.1995.1072zbMath0863.62052MaRDI QIDQ1907815
Dietrich von Rosen, Tõnu Kollo
Publication date: 18 March 1996
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1995.1072
algorithm; cumulants; random matrix; Wishart distribution; random vector; symmetric matrices; higher order moments; vectorization operator; differentiating operator
62H10: Multivariate distribution of statistics
15A99: Basic linear algebra
60E99: Distribution theory
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