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Moments of wishart distribution

 

作者: Shagufta A. Sultan,   Derrick S. Tracy,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1996）
卷期: Volume 14, issue 2  

页码: 237-243

 

ISSN:0736-2994

 

年代: 1996

 

DOI:10.1080/07362999608809436

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Moments of central and noncentral Wishart distributions are obtained by differentiating their characteristic functions applying matrix derivative techniques, using a special operator which takes into account the symmetry of the matrices. As a special case, higher moments of the multivariate normal distribution are obtained, arranged automatically in a square matrix form

 

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