On some generalized wishart expectations

DOI10.1080/03610929208830778MaRDI QIDQ3135582zbMATH OpenOpenAlexFDO

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

• 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
• Multivariate empirical Bayes and estimation of covariance matrices

Cited in

(5)

• 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
• Some useful Wishart expectations based on the multivariate \(t\)-model
• Estimation methods for the multivariate \(t\) distribution
• Estimation of the characteristic roots of the scale matrix

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