Graph presentations for moments of noncentral Wishart distributions and their applications
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-010-0279-4.pdf
Reference20 articles.
1. Bai Z.D. (1999) Methodologies in spectral analysis of large dimensional random matrices: A review. Statistica Sinica 9: 611–677
2. Goodman N.R. (1963) Statistical analysis based on a certain multivariate complex Gaussian distribution: An introduction. The Annals of Mathematical Statistics 34: 152–177
3. Graczyk P., Letac G., Massam H. (2003) The complex Wishart distribution and the symmetric groups. The Annals of Statistics 31: 287–309
4. Graczyk P., Letac G., Massam H. (2005) The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution. Journal of Theoretical Probability 18: 1–42
5. Johnson N.L., Kotz S., Balakrishnan N. (1995) Continuous univariate distributions (Vol. 2, 2nd ed). Wiley-Interscience, New York
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