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On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices - MaRDI portal

On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices

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Publication:6525452

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arXiv2403.06330MaRDI QIDQ6525452

Donald L. Richards, Frédéric Ouimet, Christian Genest

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15)

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