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An identity for the Wishart distribution with applications

โœ Scribed by L.R Haff

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
638 KB
Volume
9
Category
Article
ISSN
0047-259X

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An algorithm is proposed and notions defined to determine the minimal sets of all possible higher order moments and cumulants of a random vector or a random matrix. The main attention has been paid to the case of symmetric matrices. Using the introduced notions, cumulants of arbitrary order for the