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Some useful Wishart expectations based on the multivariatet-model

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Abstract

In this note we derive some useful expectations of some functions of the Wishart matrix based on the multivariatet-model. The results are generalizations of similar expectations of the usual Wishart matrix. Some applications are outlined.

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Authors and Affiliations

  1. School of Mathematics and Statistics F07, University of Sydney, 2006, Sydney, NSW, Australia

    Anwar H. Joarder

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  1. Anwar H. Joarder
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Joarder, A.H. Some useful Wishart expectations based on the multivariatet-model. Statistical Papers 39, 223–229 (1998). https://doi.org/10.1007/BF02925409

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  • DOI: https://doi.org/10.1007/BF02925409

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