Moments of minors of Wishart matrices

DOI10.1214/07-AOS522zbMath1152.62343arXivmath/0604488OpenAlexW1557964549MaRDI QIDQ955141

Mathias Drton, Ingram Olkin, Hélène Massam

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0604488

zbMATH Keywords

random matrixmultivariate analysisgraphical modelstetradcompound matrixrandom determinant

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52)

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Uses Software

• SAS
• TETRAD

Cites Work

• Algebraic factor analysis: tetrads, pentads and beyond
• Causation, prediction, and search
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• Inequalities: theory of majorization and its applications
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