All Invariant Moments of the Wishart Distribution

By Gérard Letac, Hélène Massam. 2004

93 citations recorded by the source corpus.

Subfields: Applied Mathematics, Artificial Intelligence, Discrete Mathematics and Combinatorics

View Paper: https://www.semanticscholar.org/paper/e9a33a6c2a8e4b15bf57582dc93152e66cfd3a1c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Lee H. Dicker

In Artificial Intelligence

1. Lee H. Dicker
2. Jafar Jafarov
3. Sourav Chatterjee

In Discrete Mathematics and Combinatorics

1. Lee H. Dicker

Citations in the corpus

• Variance estimation in high-dimensional linear models (2014, background): “Theorem 1 in Letac and Massam (2004) and Proposition 1 in Graczyk et al. (2005) give the following formula: E {tr(WH1) · · · tr(WHk)} = ∑ π∈Sk 2k−m(π)nm(π)rπ(Σ)(H1, . . . , Hk).”