A Collection of Moments of the Wishart Distribution
Moments of functions of Wishart distributed matrices appear frequently in multivariate analysis. Although a considerable number of such moments have long been available in the literature, they appear in rather dispersed sources and may sometimes be diffic
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Recent Developments in Multivariate and Random Matrix Analysis Festschrift in Honour of Dietrich von Rosen
Recent Developments in Multivariate and Random Matrix Analysis
Thomas Holgersson • Martin Singull Editors
Recent Developments in Multivariate and Random Matrix Analysis Festschrift in Honour of Dietrich von Rosen
Editors Thomas Holgersson Department of Economics and Statistics Linnaeus University V¨axj¨o, Sweden
Martin Singull Department of Mathematics Link¨oping University Link¨oping, Sweden
ISBN 978-3-030-56772-9 ISBN 978-3-030-56773-6 (eBook) https://doi.org/10.1007/978-3-030-56773-6 © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG. The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
To Dietrich
Preface
Dietrich von Rosen received his PhD in Mathematical Statistics from the Stockholm University in 1985 with his dissertation “Multivariate Linear Normal Models with Special References to the Growth Curve Model.” He stayed at the same university as assistant professor until 1990, after which he worked as a senior lecturer in Mathematical Statistics at the Uppsala University. In 1998, he obtained a full professorship in Statistics at the Swedish University of Agricultural Sciences. Since 2009, he has been also active as an adjoined professor in Mathematical Statistics at the Linköping University. Furthermore, von Rosen has been working at the medical university in Stockholm, Karolinska Institutet, for 6 years and is an Honorary Doctor at the University of Tartu, Estonia, since 2014. Professor von Rosen has written more than 120 peer-reviewed articles and 2 books (1 together with Professor Tõnu Kollo, University of Tartu) and has been a supervisor for more than 20 PhD theses in areas such a
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