is there anybody who can solve this expression: $$\frac{\partial}{\partial_Z} [det(I-2ZA)^{-b/2}]$$ where Z,A are {nxn} symmetric matrices, I is the {nxn} identity matrix and b is a positive scalar. This formula actually coincides with the characteristic function of a Wishart distribution, so I need to know the steps to get to the final result. Thanks a lot!
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it's just the usual formula of the characteristic function, maybe this helps: http://en.wikipedia.org/wiki/Wishart_distribution – EddieG Feb 19 '15 at 13:49
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Is your derivative with respect to each component of Z? – KittyL Feb 19 '15 at 13:51
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I would say yes.. – EddieG Feb 19 '15 at 13:55