Moments and cumulants for the complex Wishart
From MaRDI portal
Publication:450879
DOI10.1016/j.jmva.2012.05.002zbMath1274.62127OpenAlexW2069761877MaRDI QIDQ450879
Christopher S. Withers, Saralees Nadarajah
Publication date: 26 September 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.002
Related Items
Several explicit and recursive formulas for generalized Motzkin numbers, On a symbolic representation of non-central Wishart random matrices with applications, A frequency domain bootstrap for general multivariate stationary processes, Special values of the Bell polynomials of the second kind for some sequences and functions, Estimates of low bias for the multivariate normal, Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the noncentral distribution of the determinant of a complex Wishart matrix
- The inverted complex Wishart distribution and its application to spectral estimation
- On the distribution of the latent roots of a complex Wishart matrix (non- central case)
- Some distributions of the latent roots of a complex Wishart matrix variate
- Expectations of useful complex Wishart forms
- An \(n\)-variate characterization of the gamma and the complex Wishart densities
- The complex Wishart distribution and the symmetric group
- Distribution and characteristic functions for correlated complex Wishart matrices
- A trivariate chi-squared distribution derived from the complex Wishart distribution
- An approximation to the distribution of the largest root of a complex Wishart matrix
- The multivariate distribution of complex normal variables
- The characteristic function of Hermitian quadratic forms in complex normal variables
- Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
- Complex Wishart matrices and conductance in mesoscopic systems: Exact results
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- The Distribution of the Determinant of a Complex Wishart Distributed Matrix
- On the Complex Wishart Distribution
- MacMahon's master theorem, representation theory, and moments of Wishart distributions
