On the expectations of equivariant matrix-valued functions of Wishart and inverse Wishart matrices

Author:

Kan Raymond,Hillier Grant

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference20 articles.

1. Some non-central distribution problems in multivariate analysis;A G Constantine;Annals of Mathematical Statistics,1963

2. The hyperoctahedral group, symmetric Group representations and the moments of the real Wishart distribution;P Graczyk;Journal of Theoretical Probability,2005

3. The moments of Wishart process via It� calculus;P Graczyk;Teor. Veroyatnost. i Primenen,2006

4. Approximation of hypergeometric functions with matricial argument through their development in series of zonal polynomials;R Guti�rrez;Electronic Transactions on Numerical Analysis,2000

5. Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction);N R Goodman;Annals of Mathematical Statistics,1963

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