Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution

T. Kollo and D. Vonrosen

Journal of Multivariate Analysis, 1995, vol. 55, issue 2, 149-164

Abstract: An algorithm is proposed and notions defined to determine the minimal sets of all possible higher order moments and cumulants of a random vector or a random matrix. The main attention has been paid to the case of symmetric matrices. Using the introduced notions, cumulants of arbitrary order for the Wishart distribution have been obtained.

Date: 1995
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