The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claims
Property / author
 
Property / author: Michael W. Browne / rank
Normal rank
 
Property / author
 
Property / author: Heinz Neudecker / rank
Normal rank
 

Revision as of 10:52, 11 February 2024

scientific article
Language Label Description Also known as
English
The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
scientific article

    Statements

    The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (English)
    0 references
    1988
    0 references
    A matrix expression for the covariance matrix of a general second degree matrix polynomial under normality assumptions is derived by applying methods of matrix differentiation to the cumulant generating function.
    0 references
    0 references
    covariance matrix
    0 references
    general second degree matrix polynomial
    0 references
    normality
    0 references
    matrix differentiation
    0 references
    cumulant generating function
    0 references