Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms.

DOI10.1016/S0378-3758(99)00180-9zbMath1142.62358OpenAlexW2005665296MaRDI QIDQ1589677

Hua Cheng, Chi Song Wong

Publication date: 12 December 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00180-9

zbMATH Keywords

Stiefel manifoldCharacteristic functionPermutationCumulantComputer algorithmsKronecker (tensor) productElliptically contoured distributionHigher-order momentMultilinear functionReindexingTensor differential formZonal polynomial

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

Cites Work

• On the use of differentials in statistics
• Multivariate versions of Cochran's theorems
• Moments for left elliptically contoured random matrices
• Moments of generalized Wishart distributions
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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