A recursion formula for expected negative and positive powers of the central Wishart distribution (p. 201-206)
Neudecker, Heinz (Amsterdam School of Economics)

Fecha:	2007
Resumen:	We use Haff’s fundamental identity to express the expectation of Sp in lower-order terms, where S.
Resumen:	follows the central Wishart distribution.
Derechos:	Tots els drets reservats
Lengua:	Anglès
Forma:	article ; publishedVersion
Materia:	Haff’s Fundamental Identity ; Matrix differentiation ; Central Wishart distribution
Publicado en:	SORT : statistics and operations research transactions, Vol. 31, Núm. 2 (2007) , p. 201-206, ISSN 1696-2281

6 p, 64.3 KB  Accés restringit a la UAB

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