On some generalized wishart expectations

DOI10.1080/03610929208830778zbMath0800.62265OpenAlexW2009511128MaRDI QIDQ3135582

Anwar H. Joarder, Mir M. Ali

Publication date: 11 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830778

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (5)

Some useful Wishart expectations based on the multivariate \(t\)-model ⋮ Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics ⋮ Estimation methods for the multivariate \(t\) distribution ⋮ Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions ⋮ Estimation of the characteristic roots of the scale matrix

Cites Work

• An identity concerning a Wishart matrix
• A note on some Wishart expectations
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Multivariate empirical Bayes and estimation of covariance matrices

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