A recursion formula for expected negative and positive powers of the central Wishart distribution (p. 201-206)
We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2007 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:97490 |
| Acceso en línea: | https://ddd.uab.cat/record/97490 |
| Access Level: | acceso abierto |
| Palabra clave: | Haff's Fundamental Identity Matrix differentiation Central Wishart distribution |
| Sumario: | We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution. |
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