Moments and cumulants for the complex Wishart
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Publication:450879
DOI10.1016/J.JMVA.2012.05.002zbMATH Open1274.62127OpenAlexW2069761877MaRDI QIDQ450879FDOQ450879
Authors: 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
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Cites Work
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- A trivariate chi-squared distribution derived from the complex Wishart distribution
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- The characteristic function of Hermitian quadratic forms in complex normal variables
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- MacMahon's master theorem, representation theory, and moments of Wishart distributions
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Cited In (11)
- Viewing some ordinary differential equations from the angle of derivative polynomials
- A frequency domain bootstrap for general multivariate stationary processes
- On a symbolic representation of non-central Wishart random matrices with applications
- Moments of generalized Wishart distributions
- Relations between multivariate moments and cumulants via Bell polynomials
- Several explicit and recursive formulas for generalized Motzkin numbers
- Title not available (Why is that?)
- Expectations of functions of complex Wishart matrix
- Estimates of low bias for the multivariate normal
- Special values of the Bell polynomials of the second kind for some sequences and functions
- Moments of Wiener integrals for subordinators
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