Moments and cumulants for the complex Wishart

DOI10.1016/J.JMVA.2012.05.002MaRDI QIDQ450879zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

momentsBell polynomialscumulantscomplex normalcomplex Wishart

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

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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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• On the noncentral distribution of the determinant of a complex Wishart matrix
• Some distributions of the latent roots of a complex Wishart matrix variate
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• The characteristic function of Hermitian quadratic forms in complex normal variables
• The complex Wishart distribution and the symmetric group
• The inverted complex Wishart distribution and its application to spectral estimation
• The multivariate distribution of complex normal variables

Cited in

(11)

• Viewing some ordinary differential equations from the angle of derivative polynomials
• On a symbolic representation of non-central Wishart random matrices with applications
• A frequency domain bootstrap for general multivariate stationary processes
• Moments of generalized Wishart distributions
• Relations between multivariate moments and cumulants via Bell polynomials
• Several explicit and recursive formulas for generalized Motzkin numbers
• scientific article; zbMATH DE number 1441551 (Why is no real title available?)
• 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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