A recursion formula for expected negative and positive powers of the central Wishart distribution.
Sort, Tome 31 (2007) no. 2
Voir la notice de l'article provenant de la source Proyecto DML-E: Biblioteca Digital de Matemáticas
@article{SORT_2007_2007_1_a7,
author = {Neudecker, Heinz},
title = {A recursion formula for expected negative and positive powers of the central {Wishart} distribution.},
journal = {Sort},
pages = {201-206},
publisher = {mathdoc},
volume = {31},
number = {2},
year = {2007},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SORT_2007_2007_1_a7/}
}
Neudecker, Heinz. A recursion formula for expected negative and positive powers of the central Wishart distribution.. Sort, Tome 31 (2007) no. 2. http://geodesic.mathdoc.fr/item/SORT_2007_2007_1_a7/