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Moments and cumulants for the complex Wishart

✍ Scribed by Christopher S. Withers; Saralees Nadarajah


Book ID
119300424
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
213 KB
Volume
112
Category
Article
ISSN
0047-259X

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πŸ“œ SIMILAR VOLUMES


Minimal Moments and Cumulants of Symmetr
✍ T. Kollo; D. Vonrosen πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 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