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A recursion formula for expected negative and positive powers of the central Wishart distribution (p. 201-206)
Authors
Heinz Neudecker
Publication date
1 January 2007
Publisher
Abstract
We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution
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oai:ddd.uab.cat:97490
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UPCommons. Portal del coneixement obert de la UPC
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