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Moments of generalized Wishart distributions are obtained through tensor differential forms and reindexing.
Persistent link: https://www.econbiz.de/10005221450
For a left elliptically contoured n - p random matrix Y LECn - p([mu], K, [phi]), the mth order moment E([circle times operator]mY) is obtained in terms of [mu], K, and [phi]. When K = B [circle times operator] C, LECn - p([mu], K, [phi]) is the conventional multivariate left elliptically...
Persistent link: https://www.econbiz.de/10005152986