Moments for Left Elliptically Contoured
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C.S. Wong; D. Liu
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Article
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1994
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Elsevier Science
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English
โ 648 KB
For a left elliptically contoured \(n \times p\) random matrix \(Y \sim \operatorname{LEC}_{n \times p}(\mu, K, \phi)\), the \(m\) th order moment \(E\left(\otimes^{m} Y\right)\) is obtained in terms of \(\mu, K\), and \(\phi\). When \(K=B \otimes C\), \(\operatorname{LEC}_{n \times p}(\mu, K, \phi)