On Moments of the Inverted Wishart Distribution

DOI10.1080/02331889708802613zbMath0915.62047OpenAlexW2077225194MaRDI QIDQ4375878

Dietrich von Rosen

Publication date: 5 May 1999

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802613

zbMATH Keywords

momentsrecursive relationinverted Wishart distributioninverse Wishart moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Basic linear algebra (15A99)

Related Items (3)

The Hyvärinen scoring rule in Gaussian linear time series models ⋮ Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model ⋮ Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren,Econometrics Journal, 4, 2001, 109–142)

Cites Work

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• The commutation matrix: Some properties and applications
• The distribution of a generalized least squares estimator with covariance adjustment
• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• The growth curve model: a review
• Moments for matrix normal variables

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