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Volumn 30, Issue 3, 1997, Pages 259-278

On moments of the inverted Wishart distribution

Author keywords

Inverse Wishart moments; Inverted Wishart distribution; Moments; Recursive relation

Indexed keywords


EID: 3643090075     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802613     Document Type: Article
Times cited : (14)

References (11)
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    • (1987) Ann. Inst. Statist. Math. , vol.39 , pp. 153-161
    • Fujikoshi, Y.1
  • 3
    • 3643112715 scopus 로고
    • Some Bayesian moment formulae
    • Centre for Operations Research and Econometrics, Catholic University of Lovain, Heverlee, Belgium
    • Kaufman, G. M. (1967) Some Bayesian moment formulae. Technical report 6710. Centre for Operations Research and Econometrics, Catholic University of Lovain, Heverlee, Belgium.
    • (1967) Technical Report 6710
    • Kaufman, G.M.1
  • 4
    • 38249040778 scopus 로고
    • The distribution of a generalized least squares estimator with covariance adjustment
    • Kenward, M. G. (1986) The distribution of a generalized least squares estimator with covariance adjustment. J. Mulitvar. Anal., 20, 244-250.
    • (1986) J. Mulitvar. Anal. , vol.20 , pp. 244-250
    • Kenward, M.G.1
  • 5
    • 0000489758 scopus 로고
    • The commutation matrix: Some properties and applications
    • Magnus, J. R. and Neudecker, H. (1979) The commutation matrix: Some properties and applications. Ann. Statist., 7, 381-394.
    • (1979) Ann. Statist. , vol.7 , pp. 381-394
    • Magnus, J.R.1    Neudecker, H.2
  • 6
    • 0000661332 scopus 로고
    • A generalized multivariate analysis of variance model useful especially for growth curve problems
    • Potthoff, R. F. and Roy, S. N. (1964) A generalized multivariate analysis of variance model useful especially for growth curve problems. Biometrika, 51, 313-326.
    • (1964) Biometrika , vol.51 , pp. 313-326
    • Potthoff, R.F.1    Roy, S.N.2
  • 7
    • 84972914499 scopus 로고
    • Moments for matrix normal variables
    • von Rosen, D. (1988a) Moments for matrix normal variables. Statistics, 19, 575-583.
    • (1988) Statistics , vol.19 , pp. 575-583
    • Von Rosen, D.1
  • 8
    • 0002510018 scopus 로고
    • Moments for the inverted Wishart distribution
    • von Rosen, D. (1988b) Moments for the inverted Wishart distribution. Scand. J. Statist., 15, 97-109.
    • (1988) Scand. J. Statist. , vol.15 , pp. 97-109
    • Von Rosen, D.1
  • 9
    • 0001397808 scopus 로고
    • The growth curve model: A review
    • von Rosen, D. (1991) The growth curve model: A review. Commun. Statist-Theor. Meth., 20, 2791-2822.
    • (1991) Commun. Statist-Theor. Meth. , vol.20 , pp. 2791-2822
    • Von Rosen, D.1
  • 10
    • 85033161986 scopus 로고
    • Moments for the inverted Wishart distribution with application to the Growth Curve Model
    • Department of Mathematics, Uppsala University
    • von Rosen, D. (1993) Moments for the inverted Wishart distribution with application to the Growth Curve Model. Research report no. 1993:8, Department of Mathematics, Uppsala University.
    • (1993) Research Report No. 1993 , pp. 8
    • Von Rosen, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.