The noncentral Wishart as an exponential family, and its moments

DOI10.1016/j.jmva.2008.04.006zbMath1140.62043OpenAlexW2016098050MaRDI QIDQ935335

Gérard Letac, Hélène Massam

Publication date: 6 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.006

zbMATH Keywords

natural exponential familiesnoncentral Wishartnoncentrality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability theory on linear topological spaces (60B11)

Related Items (12)

When is a Riesz distribution a complex measure? ⋮ Graph presentations for moments of noncentral Wishart distributions and their applications ⋮ PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX ⋮ On a symbolic representation of non-central Wishart random matrices with applications ⋮ Mixtures of traces of Wishart and inverse Wishart matrices ⋮ The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions ⋮ On photon statistics parametrized by a non-central Wishart random matrix ⋮ On , where ⋮ A characterization of Wishart processes and Wishart distributions ⋮ General moments of the inverse real Wishart distribution and orthogonal Weingarten functions ⋮ Estimation of the parameters of a Wishart extension on symmetric matrices ⋮ The Fisher information of curved exponential families and the elegant Kagan inequality

Cites Work

• Proof of a conjecture of M.L. Eaton on the characteristic function of the Wishart distribution
• Invariant generalized functions in homogeneous domains
• An identity for the noncentral Wishart distribution with application
• The complex Wishart distribution and the symmetric group
• The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
• Quadratic and inverse regressions for Wishart distributions.
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• All Invariant Moments of the Wishart Distribution
• Extended and multivariate Tukey lambda distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The noncentral Wishart as an exponential family, and its moments