Raja Mohammad Latif, Anwar H. Joarder, "Moments and Identities Involving Inverted Wishart Distribution," WSEAS Transactions on Mathematics, vol. 19, pp. 139-153, 2020, DOI:10.37394/23206.2020.19.14
Raja Mohammad Latif, Anwar H. Joarder. Moments and Identities Involving Inverted Wishart Distribution.
WSEAS Transactions on Mathematics. 2020;19:139-153. 10.37394/23206.2020.19.14
WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 19, 2020
Moments and Identities Involving Inverted Wishart Distribution
Authors: ,
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.
Keywords:
Wishert distribution, Inverted Wishert distribution, Covariance matrix, Wishert matrix, Jacobian, Moments
Pages: 139-153 WSEAS Transactions on Mathematics, ISSN / E-ISSN: 1109-2769 / 2224-2880, Volume 19, 2020, Art. #14 DOI: 10.37394/23206.2020.19.14
×
Citation Tools