Applications of the matrix operators vech and vec (Q1115061): Difference between revisions

We apply the matrix operators vech and vec to obtain generalizations of some of the matrix results given by \textit{T. H. Szatrowski} [Ann. Stat. 7, 823-837 (1979; Zbl 0413.62032) and ibid. 11, 947-958 (1983; Zbl 0524.62050)]. In particular, the variance-covariance matrix of the Wishart distribution is obtained in a very compact nonsingular form.