Fourth-order properties of normally distributed random matrices
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Publication:1094507
DOI10.1016/0024-3795(87)90135-2zbMath0631.15013OpenAlexW2087725740MaRDI QIDQ1094507
Publication date: 1987
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(87)90135-2
Related Items (13)
Estimation of parameters for normally distributed random matrices ⋮ Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution ⋮ The variance matrix of a matrix quadratic form %81¡ under normality assumptions ⋮ The \(N\)-th moment of matrix quadratic form ⋮ On moments of quadratic forms in non-spherically distributed variables ⋮ HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS ⋮ The variance matrix of sample second-order moments in multivariate linear relations ⋮ Third moment of matrix quadratic form ⋮ Some statistical properties of Hadamard products of random matrices. ⋮ Perturbation expansions and error bounds for the truncated singular value decomposition ⋮ Point estimation for multi-spectral distributed random matrices ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey ⋮ Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices
Cites Work
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- The commutation matrix: Some properties and applications
- On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
- The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
- Some results on commutation matrices, with statistical applications
- The vec-permutation matrix, the vec operator and Kronecker products: a review
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