lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A collection of moments of the Wishart distribution
Linnaeus University, School of Business and Economics, Department of Economics and Statistics. (DISA-DSM)
Linköping University, Sweden. (DISA-DSM)
2020 (English)In: Recent developments in multivariate and random matrix analysis: festschrift in honour of Dietrich von Rosen / [ed] Thomas Holgersson & Martin Singull, Springer, 2020, p. 147-162Chapter in book (Refereed)
Abstract [en]

Moments of functions of Wishart distributed matrices appear frequently in multivariate analysis. Although a considerable number of such moments have long been available in the literature, they appear in rather dispersed sources and may sometimes be difficult to locate. This paper presents a collection of moments of the Wishart and inverse Wishart distribution, involving functions such as traces, determinants, Kronecker, and Hadamard products, etc. Moments of factors resulting from decompositions of Wishart matrices are also included.

Place, publisher, year, edition, pages
Springer, 2020. p. 147-162
National Category
Probability Theory and Statistics
Research subject
Statistics/Econometrics
Identifiers
URN: urn:nbn:se:lnu:diva-98690DOI: 10.1007/978-3-030-56773-6_9Scopus ID: 2-s2.0-85149271008ISBN: 9783030567729 (print)ISBN: 9783030567736 (electronic)OAI: oai:DiVA.org:lnu-98690DiVA, id: diva2:1484376
Available from: 2020-10-28 Created: 2020-10-28 Last updated: 2023-05-09Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Holgersson, ThomasPielaszkiewicz, Jolanta Maria

Search in DiVA

By author/editor
Holgersson, ThomasPielaszkiewicz, Jolanta Maria
By organisation
Department of Economics and Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 349 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf