The commutation matrix: Some properties and applications (Q599462)

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The commutation matrix: Some properties and applications
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    The commutation matrix: Some properties and applications (English)
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    1979
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    commutation matrix
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    normal distribution
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    variance matrix of Wishart distribution
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    Kronecker product
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    matrix differentiation
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    expectations
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    covariance matrices
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    stochastically dependent vectors
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    stochastic vectors
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    chi square moments
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