On E [ _i=0ᵏ Tr\W^m_i\], where W W_p(l,n)

DOI10.1080/03610926.2015.1053942MaRDI QIDQ2979054zbMATH OpenOpenAlexFDO

Authors Jolanta Pielaszkiewicz, Dietrich Von Rosen, Martin Singull

Publication date 2 May 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1053942

zbMATH Keywords

eigenvalue distributionfree momentsfree Poisson lawMarchenko-Pastur lawrandom matricesspectral distributionWishart matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

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Cites work

• All Invariant Moments of the Wishart Distribution
• Estimating covariance matrices
• Lectures on the Combinatorics of Free Probability
• Limit laws for random matrices and free products
• Moments of the trace of a noncentral wishart matrix
• On a symbolic representation of non-central Wishart random matrices with applications
• On the trace of a wishart
• Random matrices with complex Gaussian entries
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Euler characteristic of the moduli space of curves
• The noncentral Wishart as an exponential family, and its moments

Cited in

(6)

• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
• Compound Real Wishart and q-Wishart Matrices
• scientific article; zbMATH DE number 6949937 (Why is no real title available?)
• Mixtures of traces of Wishart and inverse Wishart matrices
• On condition \((\mathrm{PWP}_E)\).
• On the expectations of equivariant matrix-valued functions of Wishart and inverse Wishart matrices

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