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math.PR2024★ 4 cited
An explicit Wishart moment formula for the product of two disjoint principal minors
Christian Genest, Frédéric Ouimet, Donald Richards
This paper provides the first explicit formula for the expectation of the product of two disjoint principal minors of a Wishart random matrix, solving a part of a broader problem p…
math.ST2024★ 3 cited
On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
Christian Genest, Frédéric Ouimet, Donald Richards
In 1934, the American statistician Samuel S. Wilks derived remarkable formulas for the joint moments of embedded principal minors of sample covariance matrices in multivariate Gaus…