On the expectation of the product of four matrix-valued Gaussian random variables (Q3796558)
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scientific article; zbMATH DE number 4062379
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| English | On the expectation of the product of four matrix-valued Gaussian random variables |
scientific article; zbMATH DE number 4062379 |
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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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0.7981244325637817
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0.7517918348312378
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0.7325268983840942
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0.7296439409255981
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