Moments of Generalized Wishart Distributions
โ Scribed by C.S. Wong; D.S. Liu
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 461 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
โฆ Synopsis
Moments of generalized Wishart distributions are obtained through tensor differential forms and reindexing. C' 1995 Academic Press, Inc.
๐ SIMILAR VOLUMES
independently derived a generalization of MacMahon's master theorem. In this article we apply their result to obtain an explicit formula for the moments of arbitrary polynomials in the entries of X, a real random matrix having a Wishart distribution. In the case of the complex Wishart distributions,
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