๐”– Bobbio Scriptorium
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Graph presentations for moments of noncentral Wishart distributions and their applications

โœ Scribed by Satoshi Kuriki; Yasuhide Numata

Book ID
106340939
Publisher
Springer Japan
Year
2010
Tongue
English
Weight
349 KB
Volume
62
Category
Article
ISSN
0020-3157

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๐Ÿ“œ SIMILAR VOLUMES

Minimal Moments and Cumulants of Symmetr
Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution
โœ T. Kollo; D. Vonrosen ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 445 KB

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