Moments of minors of Wishart matrices

dc.creatorDrton, Mathias
dc.creatorMassam, Hélène
dc.creatorOlkin, Ingram
dc.date2006-04-22
dc.date2008-11-05
dc.date.accessioned2026-07-07T10:16:54Z
dc.date.available2026-07-07T10:16:54Z
dc.descriptionFor a random matrix following a Wishart distribution, we derive formulas for the expectation and the covariance matrix of compound matrices. The compound matrix of order $m$ is populated by all $m\times m$-minors of the Wishart matrix. Our results yield first and second moments of the minors of the sample covariance matrix for multivariate normal observations. This work is motivated by the fact that such minors arise in the expression of constraints on the covariance matrix in many classical multivariate problems.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AOS522 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0604488
dc.identifierhttp://arxiv.org/abs/math/0604488
dc.identifierAnnals of Statistics 2008, Vol. 36, No. 5, 2261-2283
dc.identifierdoi:10.1214/07-AOS522
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/173673
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60E05, 62H10 (Primary)
dc.titleMoments of minors of Wishart matrices
dc.typetext

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