Correction on Moments of minors of Wishart matrices
Mathias Drton, Aldo Goia
TL;DR
This paper revisits and corrects the formulas for the moments of minors of Wishart matrices, which are important in multivariate statistical analysis and random matrix theory.
Contribution
It provides corrected and more accurate formulas for the moments of minors of Wishart matrices, improving upon previous work by Drton and Goia.
Findings
Corrected formulas for moments of minors of Wishart matrices
Enhanced accuracy in statistical computations involving Wishart matrices
Clarified theoretical properties of Wishart minors
Abstract
Correction on Moments of minors of Wishart matrices by M. Drton and A. Goia (Ann. Statist. 36 (2008) 2261-2283), arXiv:math/0604488
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.