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Moments and Identities Involving Inverted Wishart Distribution

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dc.contributor.authorLatif, Raja Mohammad
dc.contributor.authorJoarder, Anwar H.
dc.date.accessioned2026-10-15T13:04:30Z
dc.date.issued2020-04-30
dc.description.abstractMoments of multivariate Wishart Distribution are known up to fourth order. But in many contexts, moments of some functions of Wishart distribution and Inverted Wishart Distribution have been found useful in risk theoretic estimation of covariance matrix and its characteristics. In this paper we review moments of some important functions of Wishart and Inverted Distributions.
dc.identifier.citationLatif, R. M., & Joarder, A. H. (2020). Moments and Identities Involving Inverted Wishart Distribution. WSEAS TRANSACTIONS on MATHEMATICS, 19, 139.
dc.identifier.otherE-ISSN: 2224-2880
dc.identifier.urihttps://doi.org/10.37394/23206.2020.19.14
dc.identifier.urihttps://repository.ulab.edu.bd/handle/123456789/1224
dc.language.isoen
dc.publisherWSEAS TRANSACTIONS on MATHEMATICS
dc.subjectWishart distribution
dc.subjectInverted Wishart distribution
dc.subjectCovariance matrix
dc.subjectWishart matrix
dc.subjectJacobian
dc.subjectMoments
dc.titleMoments and Identities Involving Inverted Wishart Distribution
dc.typeArticle

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Anwarul Haque Joarder, PhD