Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution

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Publication:1907815

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DOI10.1006/jmva.1995.1072zbMath0863.62052OpenAlexW2044718985MaRDI QIDQ1907815

Tõnu Kollo, Dietrich von Rosen

Publication date: 18 March 1996

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1072

zbMATH Keywords

algorithm cumulants random matrix Wishart distribution random vector symmetric matrices higher order moments vectorization operator differentiating operator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Basic linear algebra (15A99) Distribution theory (60E99)

Related Items (3)

Estimates of low bias for the multivariate normal ⋮ MacMahon's master theorem, representation theory, and moments of Wishart distributions ⋮ Matrix algebra for higher order moments

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