A recursion formula for expected negative and positive powers of the central Wishart distribution.
SORT (2007)
- Volume: 31, Issue: 2, page 201-206
- ISSN: 1696-2281
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topNeudecker, Heinz. "A recursion formula for expected negative and positive powers of the central Wishart distribution.." SORT 31.2 (2007): 201-206. <http://eudml.org/doc/42051>.
@article{Neudecker2007,
abstract = {We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.},
author = {Neudecker, Heinz},
journal = {SORT},
keywords = {Haff's fundamental identity; matrix differentiation; central Wishart distribution},
language = {eng},
number = {2},
pages = {201-206},
title = {A recursion formula for expected negative and positive powers of the central Wishart distribution.},
url = {http://eudml.org/doc/42051},
volume = {31},
year = {2007},
}
TY - JOUR
AU - Neudecker, Heinz
TI - A recursion formula for expected negative and positive powers of the central Wishart distribution.
JO - SORT
PY - 2007
VL - 31
IS - 2
SP - 201
EP - 206
AB - We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.
LA - eng
KW - Haff's fundamental identity; matrix differentiation; central Wishart distribution
UR - http://eudml.org/doc/42051
ER -
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