Withers, Christopher S.; Nadarajah, Saralees - In: Journal of Multivariate Analysis 112 (2012) C, pp. 242-247
We summarize the main results known for the complex normal and complex Wishart, then give the cumulants of the central and noncentral complex Wishart. Their moments are expressed explicitly in terms of multivariate Bell polynomials, believed to be used here for the first time. Multivariate Bell...