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Multivariate Moments in Multivariate Analysis
Linköping University, Department of Computer and Information Science, The Division of Statistics and Machine Learning. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0002-0341-7472
Linköping University, Department of Mathematics, Applied Mathematics. Linköping University, Faculty of Science & Engineering.
2021 (English)In: Multivariate, Multilinear and Mixed Linear Models / [ed] Filipiak K., Markiewicz A., von Rosen D., Cham, Switzerland: Springer, 2021, p. 41-91Chapter in book (Refereed)
Abstract [en]

Moments for the normal, Wishart and beta-type distributions are presented. A number of relations involving the trace function are also considered due to their connection to spectral moments of random matrices. For a couple of specific relations, the technique of obtaining the results is described in detail. The majority of the results are presented for real-valued matrices, but complex-valued matrices are occasionally also treated.

Place, publisher, year, edition, pages
Cham, Switzerland: Springer, 2021. p. 41-91
Series
Contributions to Statistics, ISSN 1431-1968
Keywords [en]
Wishart, matrices, moments
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-183607DOI: 10.1007/978-3-030-75494-5_3ISI: 000878633100004Libris ID: dvd8zq7lbngmznt6ISBN: 9783030754938 (print)ISBN: 9783030754945 (electronic)ISBN: 9783030754969 (print)OAI: oai:DiVA.org:liu-183607DiVA, id: diva2:1644363
Available from: 2022-03-14 Created: 2022-03-14 Last updated: 2025-10-10Bibliographically approved

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Pielaszkiewicz, Jolantavon Rosen, Dietrich

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