Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

SOME RESULTS OF MOMENTS IN MULTIVARIATE STATISTICAL DISTRIBUTION

  • Chul Kang (Department of Computational Mathematics and Informatics, Hankyong National University) ;
  • Park, Sang-Don (Department of Computational Mathematics and Informatics, Hankyong National University)
  • Published : 2003.05.01

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Abstract

We review the developmental history of the moment matrix of matrix quadratic form. This paper also investigates, the moment matrix of (non-central) Wishart distribution, which is multi-version of X$^2$ distribution.

Keywords

References

  1. Linear Algebra and its Applications v.97 Fourth-Order Properties of Normally Distributed Random Matrices H. Neudecker;T. Wansbeek
  2. Statistics v.19 moments for Matrix Normal Variables Von D. Rosen
  3. Statistics and Probability Letters v.16 Third Moment of Matrix Quadratic Form D. S. Tracy;S. A. Sultan
  4. Statistics and Probability Letters v.28 The N-th Moment of Matrix Quadratic Form C. Kang;B. C. Kim