Moments of generalized Wishart distributions

DOI10.1006/jmva.1995.1014zbMath0877.62051OpenAlexW2041309907MaRDI QIDQ1347083

Chi Song Wong, Dong-sheng Liu

Publication date: 14 December 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1014

zbMATH Keywords

characteristic functioninner productzonal polynomialhigher order momentsgeneralized real and complex Wishart distributionsKronecker (tensor) productmultivariate left elliptically contoured distributionpermutation and reindexingtensor differential form

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Differential geometric aspects in vector and tensor analysis (53A45)

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