Distribution and characteristic functions for correlated complex Wishart matrices
DOI10.1016/J.JMVA.2006.09.013zbMATH Open1113.62062OpenAlexW2099298993MaRDI QIDQ2370519FDOQ2370519
Authors: Peter J. Smith, Lee M. Garth 
Publication date: 26 June 2007
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.09.013
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Cited In (10)
- Differential relations for the largest root distribution of complex non-central Wishart matrices
- Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
- Moments and cumulants for the complex Wishart
- Expectations of functions of complex Wishart matrix
- Geostatistical modeling of positive‐definite matrices: An application to diffusion tensor imaging
- Noncentral complex Wishart matrices: Moments and correlation of minors
- Weighted Condition Number Distributions Emanating from Complex Noncentral Wishart Type Matrices
- A spatial Bayesian semiparametric mixture model for positive definite matrices with applications in diffusion tensor imaging
- Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
- Eigenfunction statistics of Wishart Brownian ensembles
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