Multivariate Moments in Multivariate Analysis

Jolanta Pielaszkiewicz; Dietrich von Rosen

doi:10.1007/978-3-030-75494-5_3

Multivariate Moments in Multivariate Analysis

Jolanta Pielaszkiewicz
, Dietrich von Rosen

Department of Energy and Technology

Publication: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Abstract

Moments for the normal, Wishart and beta-type distributions are presented. A number of relations involving the trace function are also considered due to their connection to spectral moments of random matrices. For a couple of specific relations, the technique of obtaining the results is described in detail. The majority of the results are presented for real-valued matrices, but complex-valued matrices are occasionally also treated.

Original language	English
Title of host publication	Multivariate, Multilinear and Mixed Linear Models
Publisher	SPRINGER-VERLAG NEW YORK, MS INGRID CUNNINGHAM, 175 FIFTH AVE, NEW YORK, NY 10010 USA
Pages	41-91
Number of pages	51
ISBN (Electronic)	978-3-030-75494-5
ISBN (Print)	978-3-030-75493-8
DOIs	https://doi.org/10.1007/978-3-030-75494-5_3
Publication status	Published - 2021

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10.1007/978-3-030-75494-5_3

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title = "Multivariate Moments in Multivariate Analysis",

abstract = "Moments for the normal, Wishart and beta-type distributions are presented. A number of relations involving the trace function are also considered due to their connection to spectral moments of random matrices. For a couple of specific relations, the technique of obtaining the results is described in detail. The majority of the results are presented for real-valued matrices, but complex-valued matrices are occasionally also treated.",

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T1 - Multivariate Moments in Multivariate Analysis

AU - Pielaszkiewicz, Jolanta

AU - von Rosen, Dietrich

PY - 2021

Y1 - 2021

N2 - Moments for the normal, Wishart and beta-type distributions are presented. A number of relations involving the trace function are also considered due to their connection to spectral moments of random matrices. For a couple of specific relations, the technique of obtaining the results is described in detail. The majority of the results are presented for real-valued matrices, but complex-valued matrices are occasionally also treated.

AB - Moments for the normal, Wishart and beta-type distributions are presented. A number of relations involving the trace function are also considered due to their connection to spectral moments of random matrices. For a couple of specific relations, the technique of obtaining the results is described in detail. The majority of the results are presented for real-valued matrices, but complex-valued matrices are occasionally also treated.

UR - https://res.slu.se/id/publ/120181

U2 - 10.1007/978-3-030-75494-5_3

DO - 10.1007/978-3-030-75494-5_3

M3 - Book chapter

SN - 978-3-030-75493-8

SP - 41

EP - 91

BT - Multivariate, Multilinear and Mixed Linear Models

PB - SPRINGER-VERLAG NEW YORK, MS INGRID CUNNINGHAM, 175 FIFTH AVE, NEW YORK, NY 10010 USA

ER -

Multivariate Moments in Multivariate Analysis

Abstract

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