Evaluation the moments of the Wishart distribution

MaRDI QIDQ5447669zbMATH OpenFDO

Authors Anna Nikolova

Publication date 20 March 2008

zbMATH Keywords

multivariate momentspositive definite matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Recommendations

• scientific article; zbMATH DE number 4084766
• On Moments of the Inverted Wishart Distribution
• Moments of wishart distribution
• scientific article; zbMATH DE number 1441551
• All Invariant Moments of the Wishart Distribution

Cited in

(8)

• Some useful Wishart expectations based on the multivariate t-model
• scientific article; zbMATH DE number 3862243 (Why is no real title available?)
• scientific article; zbMATH DE number 18864 (Why is no real title available?)
• scientific article; zbMATH DE number 126102 (Why is no real title available?)
• A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix
• On Moments of the Inverted Wishart Distribution
• All Invariant Moments of the Wishart Distribution
• scientific article; zbMATH DE number 1441551 (Why is no real title available?)

This page was built for publication: Evaluation the moments of the Wishart distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5447669)