Moments of wishart distribution

DOI10.1080/07362999608809436MaRDI QIDQ4882960zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

multivariate normal distributionsymmetrymatrix derivativeshigher momentscentral and noncentral Wishart distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Recommendations

• scientific article; zbMATH DE number 1441551
• On Moments of the Inverted Wishart Distribution
• Moments of generalized Wishart distributions
• scientific article; zbMATH DE number 4084766

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Higher order moments of multivariate normal distribution using matrix derivatives
• Higher order moments of random vectors using matrix derivatives
• On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
• Some results on commutation matrices, with statistical applications
• The commutation matrix: Some properties and applications
• The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions

Cited in

(24)

• scientific article; zbMATH DE number 1441551 (Why is no real title available?)
• Estimates of low bias for the multivariate normal
• The moments of the multivariate normal
• Moments of generalized Wishart distributions
• The noncentral Wishart as an exponential family, and its moments
• Graph presentations for moments of noncentral Wishart distributions and their applications
• On formulas for moments of the Wishart distributions as weighted generating functions of matchings
• Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution
• The \(N\)-th moment of matrix quadratic form
• Evaluation the moments of the Wishart distribution
• All Invariant Moments of the Wishart Distribution
• The Moments of Wishart Processes via Itô Calculus
• scientific article; zbMATH DE number 2068345 (Why is no real title available?)
• Linear. empirical bayes estimation in the case of the wishart distribution
• scientific article; zbMATH DE number 4084766 (Why is no real title available?)
• scientific article; zbMATH DE number 126102 (Why is no real title available?)
• scientific article; zbMATH DE number 4111831 (Why is no real title available?)
• 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
• Moments and cumulants for the complex Wishart
• scientific article; zbMATH DE number 527317 (Why is no real title available?)
• scientific article; zbMATH DE number 4189017 (Why is no real title available?)
• Moments for matrix normal variables
• The Distribution of Noncentral Means with Known Covariance

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