A recursion formula for expected negative and positive powers of the central Wishart distribution

• Autores: Heinz Neudecker
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 31, Nº. 2, 2007, págs. 201-205
• Idioma: inglés
• Enlaces
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• Resumen

  • We use Haff�s fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.