Moments of a Wishart Matrix

SSRN Electronic Journal ◽

10.2139/ssrn.3766308 ◽

2021 ◽

Author(s):

Raymond Kan ◽

Grant Hillier

Keyword(s):

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Theoretical analysis of base station cooperation MIMO channel by using eigenvalue theory of wishart matrix

2010 IEEE Antennas and Propagation Society International Symposium ◽

10.1109/aps.2010.5560901 ◽

2010 ◽

Author(s):

Maki Arai ◽

Kei Sakaguchi ◽

Kiyomichi Araki ◽

Takayuki Sotoyama

Keyword(s):

Theoretical Analysis ◽

Base Station ◽

Mimo Channel ◽

Wishart Matrix ◽

Base Station Cooperation

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Some properties of ordered eigenvalues of a Wishart matrix: application in detection test and model order selection

1996 IEEE International Conference on Acoustics, Speech, and Signal Processing Conference Proceedings ◽

10.1109/icassp.1996.547962 ◽

2002 ◽

Author(s):

J. Grouffaud ◽

P. Larzabal ◽

H. Clergeot

Keyword(s):

Order Selection ◽

Wishart Matrix ◽

Model Order Selection ◽

Model Order ◽

Matrix Application

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Some distributions of the latent roots of a complex wishart matrix variate

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02504655 ◽

1975 ◽

Vol 27 (1) ◽

pp. 357-363 ◽

Author(s):

Fumiko Hirakawa

Keyword(s):

Wishart Matrix ◽

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Moments of the trace of a noncentral wishart matrix

Communication in Statistics- Theory and Methods ◽

10.1080/03610928008827921 ◽

1980 ◽

Vol 9 (8) ◽

pp. 795-801 ◽

Author(s):

A.M. Mathai

Keyword(s):

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An Asymptotic Expansion for the Distribution of the Eigenvalues of a 3 by 3 Wishart Matrix

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177692382 ◽

1972 ◽

Vol 43 (5) ◽

pp. 1498-1506 ◽

Author(s):

Christopher Bingham

Keyword(s):

Asymptotic Expansion ◽

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Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2020.104642 ◽

2020 ◽

Vol 179 ◽

pp. 104642

Author(s):

Nobuki Takayama ◽

Lin Jiu ◽

Satoshi Kuriki ◽

Yi Zhang

Keyword(s):

Euler Characteristic ◽

Wishart Matrix ◽

Largest Eigenvalue ◽

The Largest Eigenvalue

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Improved approximations to distributions of the largest and the smallest latent roots of a wishart matrix

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02480916 ◽

1981 ◽

Vol 33 (1) ◽

pp. 27-33 ◽

Author(s):

Sadanori Konishi ◽

Takakazu Sugiyama

Keyword(s):

Wishart Matrix ◽

Approximations To Distributions ◽

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Tables for the extreme roots of the wishart matrix

Journal of Statistical Computation and Simulation ◽

10.1080/00949657308810035 ◽

1973 ◽

Vol 2 (1) ◽

pp. 65-92 ◽

Author(s):

D.S Clemm ◽

P.R. Krishnaiah ◽

V.B. Waikar

Keyword(s):

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An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02532798 ◽

1977 ◽

Vol 29 (1) ◽

pp. 379-387 ◽

Author(s):

Y. Fujikoshi

Keyword(s):

Asymptotic Expansion ◽

Wishart Matrix ◽

Multiple Population ◽

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Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2007.04.001 ◽

2008 ◽

Vol 99 (4) ◽

pp. 751-775 ◽

Author(s):

Yo Sheena ◽

Akimichi Takemura

Keyword(s):

Asymptotic Distribution ◽

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