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Multivariate Moments in Multivariate Analysis
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- Pielaszkiewicz, Jolanta, 1985- (author)
- Linköpings universitet,Statistik och maskininlärning,Tekniska fakulteten
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- von Rosen, Dietrich, 1955- (author)
- Swedish University of Agricultural Sciences,Sveriges lantbruksuniversitet,Linköpings universitet,Tillämpad matematik,Tekniska fakulteten,Institutionen för energi och teknik,Department of Energy and Technology,Linköping University
- (creator_code:org_t)
- ISBN 9783030754938
- 2021-10-02
- 2021
- English.
- In: Multivariate, Multilinear and Mixed Linear Models. - Cham, Switzerland : Springer. - 9783030754938 - 9783030754945 - 9783030754969 ; , s. 41-91
- Book chapter (peer-reviewed)
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- 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.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- Wishart
- matrices
- moments
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- ref (subject category)
- kap (subject category)
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