Some useful Wishart expectations based on the multivariate \(t\)-model

DOI10.1007/BF02925409zbMath0887.62063MaRDI QIDQ1383248

Anwar H. Joarder

Publication date: 2 April 1998

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

expectationsWishart matrixmultivariate \(t\)-model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (2)

Unbiased estimator of correlation coefficient ⋮ Estimation methods for the multivariate \(t\) distribution

Cites Work

• Unnamed Item
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Robust Bayesian inference in elliptical regression models
• Estimation of the characteristic roots of the scale matrix
• On some generalized wishart expectations

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