Neudecker, 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 -