The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
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
covariance matrix
0 references
general second degree matrix polynomial
0 references
normality
0 references
matrix differentiation
0 references
cumulant generating function
0 references