Moments and Identities Involving Inverted Wishart Distribution-Reference-Cited by-同舟云学术

Moments and Identities Involving Inverted Wishart Distribution

Published:2020-04-07 Issue: Volume:19 Page:139-153
ISSN:1109-2769
Container-title:WSEAS TRANSACTIONS ON MATHEMATICS
language:en
Short-container-title:

Author:

Latif Raja Mohammad¹,Joarder Anwar H.²

Affiliation:

1. Department of Mathematics and Natural Sciences, Prince Mohammad Bin Fahd University, P.O. Box 1664 Al Khobar, KINGDOM OF SAUDI ARABIA

2. Faculty of Science and Engineering, Northern University of Business and Technology Khulna, BANGLADESH

Abstract

Moments of multivariate Wishart Distribution are known up to fourth order. But in many contexts, moments of some functions of Wishart distribution and Inverted Wishart Distribution have been found useful in risk theoretic estimation of covariance matrix and its characteristics. In this paper we review moments of some important functions of Wishart and Inverted Distributions.

Publisher

World Scientific and Engineering Academy and Society (WSEAS)

Subject

General Mathematics

Reference16 articles.

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5. Gupta, A.K. and Nagar, D.K. (2000). Matrix Variate Distributions. Chapman and Hall, New York.