Moments and other expected values for matrix variate elliptically contoured distribution,

A. K. Gupta & T. Varga
In this paper, moments and other expected values of functions of matrix variate elliptically contoured distribution are studied. A relationship is pointed out between the expected values for the normal case and the general elliptical case. Expected values of concrete functions are derived. An example is given when the underlying distribution is Student's t-distribution.