Moments of a Wishart Matrix

Grant Hillier, Raymond Kan

Type: Article

Publication Date: 2021-11-09

Citations: 4

DOI: https://doi.org/10.1007/s40953-021-00267-7

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Journal of Quantitative Economics - View
ePrints Soton (University of Southampton) - View - PDF

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Works That Cite This (3)

Action	Title	Year	Authors
+	On the expectations of equivariant matrix-valued functions of Wishart and inverse Wishart matrices	2022	Raymond Kan Grant Hillier
+	On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	2024	Grant Hillier Raymond Kan
+	Analytical Finite Sample Econometrics: From A. L. Nagar to Now	2021	Yong Bao Aman Ullah

Works Cited by This (12)

Action	Title	Year	Authors
+	On a symbolic representation of non-central Wishart random matrices with applications	2013	Elvira Di Nardo
+	The noncentral Wishart as an exponential family, and its moments	2008	Gérard Letac Hélène Massam
+	The invariant theory of n × n matrices	1976	Claudio Procesi
+	Fourth-order properties of normally distributed random matrices	1987	Heinz Neudecker Tom Wansbeek
+ PDF Chat	GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS	2013	Grant Hillier Raymond Kan Xiaolu Wang
+	Aspects of Multivariate Statistical Theory	1984	Leon Jay Gleser Robb J. Muirhead
+	All Invariant Moments of the Wishart Distribution	2004	Gérard Letac Hélène Massam
+ PDF Chat	Graph presentations for moments of noncentral Wishart distributions and their applications	2010	Satoshi Kuriki Yasuhide Numata
+ PDF Chat	The Commutation Matrix: Some Properties and Applications	1979	Jan R. Magnus Heinz Neudecker
+	Matrix Variate Distributions	2018	Arjun K. Gupta Daya K. Nagar