Moments of a Wishart Matrix
نویسندگان
چکیده
The paper discusses the moments of Wishart matrices, in both central and noncentral cases. first part shows that expectation map has certain homogeneity equivariance properties which impose considerable structure on moments, hitherto unrecognised. second explains how may be computed efficiently. two parts are completely independent, but computations produce precisely algebraic predicted part, as well reproducing all previously known formulae. A number examples given for more manageable
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ژورنال
عنوان ژورنال: Journal of quantitative economics
سال: 2021
ISSN: ['2364-1045']
DOI: https://doi.org/10.1007/s40953-021-00267-7