Expectations of useful complex Wishart forms
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Publication:1329007
DOI10.1007/BF00980709zbMath0800.93625MaRDI QIDQ1329007
Curtis I. Caldwell, John A. Tague
Publication date: 29 June 1994
Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)
Related Items (5)
On a symbolic representation of non-central Wishart random matrices with applications ⋮ Moments and cumulants for the complex Wishart ⋮ Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss ⋮ Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss ⋮ Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution
Cites Work
- The multivariate distribution of complex normal variables
- A Characterization of the Wishart Distribution
- Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- On the Complex Wishart Distribution
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