On the trace of a wishart

DOI10.1080/03610929808832218zbMath0907.62065OpenAlexW2058614125MaRDI QIDQ4215198

Deborah H. Glueck, Keith E. Muller

Publication date: 3 November 1998

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

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8296823

zbMATH Keywords

pseudocharacteristic functionsingularcentralnoncentral

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• On singular Wishart and singular multivariate beta distributions
• Moments of generalized Wishart distributions
• Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix
• Expectation of elementary symmetric functions of a Wishart matrix
• Further results on the trace of a noncentral wishart matrix
• Moments of the trace of a noncentral wishart matrix
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
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