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Volumn 147, Issue 4, 2000, Pages 162-168

Calculation of moments of complex Wishart and complex inverse Wishart distributed matrices

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; RADAR; SEISMIC PROSPECTING; SENSOR DATA FUSION; SONAR;

EID: 0034229277     PISSN: 13502395     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1049/ip-rsn:20000493     Document Type: Article
Times cited : (166)

References (15)
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    • BÖHME, J.F.: 'Array processing', in HAYKIN, S. (Ed.): 'Advances in spectrum analysis and array processing' (Prentice Hall, Englewood Cliffs, NJ, 1991) pp. 1-63
    • (1991) Advances in Spectrum Analysis and Array Processing , pp. 1-63
    • Böhme, J.F.1
  • 6
    • 0001013602 scopus 로고
    • Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction)
    • GOODMAN, N.R.: 'Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction)', Ann. Math. Stat., 1963, 34, pp. 152-176
    • (1963) Ann. Math. Stat. , vol.34 , pp. 152-176
    • Goodman, N.R.1
  • 9
    • 33746588645 scopus 로고    scopus 로고
    • Moments of the complex Wishart distribution
    • SULTAN, S.A., and TRACY, D.S.: 'Moments of the complex Wishart distribution', Int. J. Math. Stat. Sci., 1999, 8, (61), pp. 51-62
    • (1999) Int. J. Math. Stat. Sci. , vol.8 , Issue.61 , pp. 51-62
    • Sultan, S.A.1    Tracy, D.S.2
  • 10
    • 0020706753 scopus 로고
    • A complex gradient operator and its application in adaptive array theory
    • BRANDWOOD, D.H.: 'A complex gradient operator and its application in adaptive array theory', IEE Proc. F and H, 1983, 130, (1), pp. 1-16
    • (1983) IEE Proc. F and H , vol.130 , Issue.1 , pp. 1-16
    • Brandwood, D.H.1
  • 11
    • 0011572986 scopus 로고
    • Minimax estimators for a multinormal precision matrix
    • HAFF, L.R.: 'Minimax estimators for a multinormal precision matrix', J. Multivariate Anal., 1977, 7, pp. 374-385
    • (1977) J. Multivariate Anal. , vol.7 , pp. 374-385
    • Haff, L.R.1
  • 12
    • 0000720855 scopus 로고
    • An identity for the Wishart distribution with application
    • HAFF, L.R.: 'An identity for the Wishart distribution with application', J. Multivariate Anal., 1979, 9, pp. 531-544
    • (1979) J. Multivariate Anal. , vol.9 , pp. 531-544
    • Haff, L.R.1
  • 13
    • 0002510018 scopus 로고
    • Moments of the inverted Wishart distribution
    • VON ROSEN, D.: 'Moments of the inverted Wishart distribution', Scand. J. Stat., 1988, 15, pp. 97-109
    • (1988) Scand. J. Stat. , vol.15 , pp. 97-109
    • Von Rosen, D.1
  • 15
    • 0032344430 scopus 로고    scopus 로고
    • Quadratic and inverse regressions for Wishart distributions
    • LETAC, G., and MASSAM, H.: 'Quadratic and inverse regressions for Wishart distributions', Ann. Stat., 1998, 26, (2), pp. 573-595
    • (1998) Ann. Stat. , vol.26 , Issue.2 , pp. 573-595
    • Letac, G.1    Massam, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.