# 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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