On a symbolic representation of non-central Wishart random matrices with applications

Author:

Di Nardo Elvira

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference28 articles.

1. The non-central Wishart distribution and certain problems for multivariate statistics;Anderson;Ann. Math. Stat.,1946

2. Fast algorithms to generate necklaces, unlabeled necklaces, and irreducible polynomials over GF(2);Cattell;J. Algorithms,2000

3. E. Di Nardo, G. Guarino, A new algorithm for computing moments of complex non-central Wishart distributions, Maple Worksheet, 2013, http://www.maplesoft.com/applications/view.aspx?SID=143890.

4. A unifying framework for k-statistics, polykays and their multivariate generalizations;Di Nardo;Bernoulli,2008

5. A new algorithm for computing the multivariate Faá di Bruno’s formula;Di Nardo;Appl. Math. Comput.,2011

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1. Expected Values of Scalar-Valued Functions of a Complex Wishart Matrix;Mathematics;2023-05-04

2. On the generation of necklaces and bracelets in R;Communications in Statistics - Simulation and Computation;2023-04-12

3. Moments of a Wishart Matrix;Journal of Quantitative Economics;2021-11-09

4. Multivariate Moments in Multivariate Analysis;Contributions to Statistics;2021

5. Moments of a Wishart Matrix;SSRN Electronic Journal;2021

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