On some generalized wishart expectations

DOI10.1080/03610929208830778zbMATH Open0800.62265OpenAlexW2009511128MaRDI QIDQ3135582FDOQ3135582

Authors: A. H. Joarder, M. Masoom Ali 

Publication date: 11 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929208830778

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• Multivariate empirical Bayes and estimation of covariance matrices
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• A note on some Wishart expectations
• An identity concerning a Wishart matrix

Cited In (5)

• Estimation of the characteristic roots of the scale matrix
• Some useful Wishart expectations based on the multivariate \(t\)-model
• Bayesian inference for the precision matrix for scale mixtures of normal distributions
• Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics
• Estimation methods for the multivariate \(t\) distribution

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