A recursion formula for expected negative and positive powers of the central Wishart distribution.
Neudecker, Heinz
SORT, Tome 31 (2007), p. 201-206 / Harvested from Biblioteca Digital de Matemáticas
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We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.

Publié le : 2007-01-01
DMLE-ID : 4515 
@article{urn:eudml:doc:42051,
     title = {A recursion formula for expected negative and positive powers of the central Wishart distribution.},
     journal = {SORT},
     volume = {31},
     year = {2007},
     pages = {201-206},
     zbl = {1274.62356},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:42051}
}

Neudecker, Heinz. A recursion formula for expected negative and positive powers of the central Wishart distribution.. SORT, Tome 31 (2007) pp. 201-206. http://gdmltest.u-ga.fr/item/urn:eudml:doc:42051/