논문KCI 등재
Evaluation the moments of the Wishart distribution
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Abstract
A new method to evaluate the multivariate moments of the Wishart and inverse Wishart distribution is proposed by the autor.
참고문헌 (9)
- Anderson, "An Introduction to Multivariate Statistical Analysis. Wiley and Sons" (1984)
- D. J, "On some expectations with respect to Wishart matrices.SouthAfrican Statist. J.", pp.61~67 (1973)
- Giri N. C, "Multivariate Statistical analysis" (1996), Dekker
- Graczyk P, "Hyperoctahedral group, symmetric grouprepresentations and the moments of the real Wishart distribution" (2002), J. Theoret. Prob
- Haff, "An identity for the Wishart distribution with applications. J. MultivariateAnal.", pp.531~544 (1979)
- Ignatov T. G, "A decomposition of the Wishart distribution", 4, pp.131~147 (2005)
- Krishnamoorty K, "Comparison of approximation methods for computingtolerance factors for a multivariate normal population", 41, pp.234~239 (1999)
- Letac G, "All invariant moments of the Wishart distribution", 31(2), pp.295~318 (2004)
- Muirhead, "Aspects of Multivariate Statistical Theory. Wiley" (1982)
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