A further note on some Wishart expectations

DOI10.1007/BF02613304zbMath0850.62406OpenAlexW2086382648MaRDI QIDQ1813116

Yanyan Li

Publication date: 25 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176177

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• An identity concerning a Wishart matrix
• A note on some Wishart expectations
• An identity for the Wishart distribution with applications
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Minimax estimators for a multinormal precision matrix

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