On the expectation of the product of four matrix-valued Gaussian random variables (Q3796558)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expectation of the product of four matrix-valued Gaussian random variables |
scientific article |
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On the expectation of the product of four matrix-valued Gaussian random variables (English)
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1988
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Kronecker products
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asymptotic properties of estimators
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stationary Gaussian processes
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expectations of products of random matrices
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joint Gaussian distributions
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covariance matrix
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multivariate linear regression model
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