Expectations of functions of complex Wishart matrix

DOI10.1007/s10440-010-9599-xzbMath1207.62114OpenAlexW2033081023MaRDI QIDQ629870

Daya K. Nagar, Arjun K. Gupta

Publication date: 10 March 2011

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-010-9599-x

zbMATH Keywords

momentsJacobiantransformationWishart distributionBartlett's decompositioncomplex multivariate gamma functioncomplex random matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factorization of matrices (15A23) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (4)

On the zeta Mahler measure function of the Jacobian determinant, condition numbers and the height of the generic discriminant ⋮ Noncentral complex Wishart matrices: Moments and correlation of minors ⋮ Integer moments of complex Wishart matrices and Hurwitz numbers ⋮ Schur expansion of random-matrix reproducing kernels

Cites Work

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• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
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