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Graph presentations for moments of noncentral Wishart distributions and their applications

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  • Satoshi Kuriki
  • Yasuhide Numata

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  • Satoshi Kuriki & Yasuhide Numata, 2010. "Graph presentations for moments of noncentral Wishart distributions and their applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(4), pages 645-672, August.
    • Handle: RePEc:spr:aistmt:v:62:y:2010:i:4:p:645-672
    DOI: 10.1007/s10463-010-0279-4
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    References listed on IDEAS

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    1. Letac, Gérard & Massam, Hélène, 2008. "The noncentral Wishart as an exponential family, and its moments," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1393-1417, August.
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    Cited by:

    1. Grant Hillier & Raymond Kan, 2021. "Moments of a Wishart Matrix," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 141-162, December.
    2. Sho Matsumoto, 2012. "General Moments of the Inverse Real Wishart Distribution and Orthogonal Weingarten Functions," Journal of Theoretical Probability, Springer, vol. 25(3), pages 798-822, September.
    3. Di Nardo, Elvira, 2014. "On a symbolic representation of non-central Wishart random matrices with applications," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 121-135.
    4. Piotr Graczyk & Hideyuki Ishi & Salha Mamane, 2019. "Wishart exponential families on cones related to tridiagonal matrices," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 439-471, April.

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