T. Kollo et D. Vonrosen, MINIMAL MOMENTS AND CUMULANTS OF SYMMETRICAL MATRICES - AN APPLICATION TO THE WISHART DISTRIBUTION, Journal of Multivariate Analysis, 55(2), 1995, pp. 149-164
An algorithm is proposed and notions defined to determine the minimal
sets of all possible higher order moments and cumulants of a random ve
ctor or a random matrix. The main attention has been paid to the case
of symmetric matrices. Using the introduced notions, cumulants of arbi
trary order for the Wishart distribution have been obtained. (C) 1995
Academic Press, Inc.