Moments of minors of Wishart matrices
From MaRDI portal
Publication:955141
DOI10.1214/07-AOS522zbMath1152.62343arXivmath/0604488MaRDI QIDQ955141
Mathias Drton, Hélène Massam, Ingram Olkin
Publication date: 18 November 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0604488
62H10: Multivariate distribution of statistics
60E05: Probability distributions: general theory
15B52: Random matrices (algebraic aspects)
Uses Software