Moments of the complex multivariate normal distribution

DOI10.1016/0024-3795(95)00559-5zbMath0843.62063OpenAlexW2083894378MaRDI QIDQ1914227

Shagufta A. Sultan, Derrick Shannon Tracy

Publication date: 5 June 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00559-5

zbMATH Keywords

momentsHermitian matricescharacteristic functionrecurrence relationdifferential operatorsderivativescomplex multivariate normal distributionHermitian quadratic formsfunctions of complex vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Moment problems and interpolation problems in the complex plane (30E05) Miscellaneous topics of analysis in the complex plane (30E99)

Related Items (3)

Multitude of multivariatet-distributions ⋮ Estimates of low bias for the multivariate normal ⋮ Spectral analysis of the fourth moment matrix

Cites Work

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• The commutation matrix: Some properties and applications
• Matrix derivatives with an application to an adaptive linear decision problem
• The multivariate distribution of complex normal variables
• The Detection of Radar Echoes in Noise. I
• Some results on commutation matrices, with statistical applications
• Moments for matrix normal variables
• Complex Gaussian Processes
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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