Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices

Benoit Collins, Sho Matsumoto, Nadia Saad. Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices. J. Multivariate Analysis, 126:1-13, 2014. [doi]

Authors

Benoit Collins

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Sho Matsumoto

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Nadia Saad

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