Pages that link to "Item:Q3976279"
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The following pages link to Three useful expressions for expectations involving a Wishart matrix and its inverse (Q3976279):
Displaying 9 items.
- Distributional properties of portfolio weights (Q278053) (← links)
- An identity concerning a Wishart matrix (Q1073499) (← links)
- A note on some Wishart expectations (Q1082750) (← links)
- Expectations of useful complex Wishart forms (Q1329007) (← links)
- Covariance matrices of quadratic forms in elliptical distributions (Q1336897) (← links)
- Some useful Wishart expectations based on the multivariate \(t\)-model (Q1383248) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- New characteristics for portfolio surveillance (Q5400850) (← links)
- Inadmissibility of the corrected Akaike information criterion (Q6201858) (← links)