Multivariate Moments in Multivariate Analysis

Sammanfattning

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.

Publicerad i

Titel: Multivariate, Multilinear and Mixed Linear Models
Utgivare: SPRINGER-VERLAG NEW YORK, MS INGRID CUNNINGHAM, 175 FIFTH AVE, NEW YORK, NY 10010 USA

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    
  • Linköpings universitet

UKÄ forskningsämne

Sannolikhetsteori och statistik

Publikationens identifierare

• DOI: https://doi.org/10.1007/978-3-030-75494-5_3
• ISBN: 978-3-030-75493-8
• eISBN: 978-3-030-75494-5

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/120181