On moments of quadratic forms in non-spherically distributed variables

DOI10.1080/02331889208802374zbMath0809.62045OpenAlexW1966897281MaRDI QIDQ4322936

Douglas P. Wiens

Publication date: 26 March 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889208802374

zbMATH Keywords

momentsrandom matricesquadratic formsKronecker productproduct moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (8)

Robust designs for approximately linear regression: \(M\)-estimated parameters ⋮ The volume of random simplices from elliptical distributions in high dimension ⋮ Logarithmic law of large random correlation matrices ⋮ Log determinant of large correlation matrices under infinite fourth moment ⋮ A note on mean testing for high dimensional multivariate data under non-normality ⋮ Concise formulae for the cumulant matrices of a random vector ⋮ A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING ⋮ A Method for Computing Moments of Quadratic Forms Involving Wrapped Random Variables

Cites Work

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• The commutation matrix: Some properties and applications
• On some pattern-reduction matrices which appear in statistics
• Fourth-order properties of normally distributed random matrices
• k-statistics and dispersion effects in regression
• Multilinear estimation of skewness and kurtosis in linear models
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• Moments for matrix normal variables
• The vec-permutation matrix, the vec operator and Kronecker products: a review
• Student's t-Test Under Symmetry Conditions

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