Applications of the matrix operators vech and vec (Q1115061): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of the matrix operators vech and vec |
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Applications of the matrix operators vech and vec (English)
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1988
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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.
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vech
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variance-covariance matrix
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Wishart distribution
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nonsingular form
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