Moments of wishart distribution
DOI10.1080/07362999608809436zbMATH Open0859.62055OpenAlexW2006449746MaRDI QIDQ4882960FDOQ4882960
Authors: Shagufta A. Sultan, Derrick Shannon Tracy 
Publication date: 5 August 1996
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999608809436
Recommendations
multivariate normal distributionsymmetrymatrix derivativeshigher momentscentral and noncentral Wishart distributions
Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cites Work
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- The commutation matrix: Some properties and applications
- On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
- Higher order moments of random vectors using matrix derivatives
- Higher order moments of multivariate normal distribution using matrix derivatives
- Some results on commutation matrices, with statistical applications
- The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
Cited In (24)
- Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Moments of Wishart Processes via Itô Calculus
- All Invariant Moments of the Wishart Distribution
- The Distribution of Noncentral Means with Known Covariance
- Moments of generalized Wishart distributions
- The noncentral Wishart as an exponential family, and its moments
- Title not available (Why is that?)
- Evaluation the moments of the Wishart distribution
- Moments for matrix normal variables
- The moments of the multivariate normal
- Moments and cumulants for the complex Wishart
- Title not available (Why is that?)
- Title not available (Why is that?)
- On formulas for moments of the Wishart distributions as weighted generating functions of matchings
- The \(N\)-th moment of matrix quadratic form
- Title not available (Why is that?)
- Linear. empirical bayes estimation in the case of the wishart distribution
- Graph presentations for moments of noncentral Wishart distributions and their applications
- Estimates of low bias for the multivariate normal
- Title not available (Why is that?)
- Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices
- Optimal portfolios for financial markets with Wishart volatility
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