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arXiv · 1704.06878

Moments of inverses of $(m,n,\beta)$-Laguerre matrices

Sushma Kumari
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Abstract

Wishart matrices are one of the fundamental matrix models in multivariate statistics. We consider the classical $(m,n,\beta)$-Laguerre ensemble and give a necessary and sufficient condition for finite moments for the inverse of $(m,n,\beta)$-Laguerre matrices to exist. We extend the result to inverse compound Wishart matrices for the values of $\beta = 1$ and $2$. Our result complements the result by Letac and Massam [6], Matsumoto [7] and Collins et al. [1].

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Sushma Kumari. 2017-04-23. Moments of inverses of $(m,n,\beta)$-Laguerre matrices. https://arxiv.org/abs/1704.06878

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