Moments for matrix normal variables

DOI10.1080/02331888808802132MaRDI QIDQ3821419zbMATH OpenOpenAlexFDO

Authors Dietrich Von Rosen

Publication date 1988

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888808802132

zbMATH Keywords

matrix derivativesmatrix normally distributed variablesmoment generating functionmomentsrecursive relation

Mathematics Subject Classification ID

Basic linear algebra (15A99) Distribution theory (60E99) Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

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Cites work

• A general formula for the central mixed moments of the multivariate normal distribution
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• scientific article; zbMATH DE number 3724615 (Why is no real title available?)
• Linear sufficiency and some applications in multilinear estimation
• Matrix derivatives with an application to an adaptive linear decision problem
• Multilinear estimation of skewness and kurtosis in linear models
• On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
• Some results on commutation matrices, with statistical applications
• The commutation matrix: Some properties and applications
• The moments of products of quadratic forms in normal variables

Cited in

(25)

• Fourth-order properties of normally distributed random matrices
• Third moment of matrix quadratic form
• Kronecker product permutation matrices and their application to moment matrices of the normal distribution
• Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms.
• On second-order and fourth-order moments of jointly distributed random matrices: A survey
• Moments of the complex multivariate normal distribution
• The N-th moment of matrix quadratic form
• Robust multivariate density estimation under Gaussian noise
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• A general formula for the central mixed moments of the multivariate normal distribution
• Moments and cumulants of the multivariate normal distribution
• Moments of maximum likelihood estimators in the growth curve model
• On moments of quadratic forms in non-spherically distributed variables
• Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model
• scientific article; zbMATH DE number 1053780 (Why is no real title available?)
• On Moments of the Inverted Wishart Distribution
• scientific article; zbMATH DE number 1944341 (Why is no real title available?)
• INFLUENTIAL OBSERVATION IDENTIFICATION IN THE GROWTH CURVE MODEL WITH RAO'S SIMPLE COVARIANCE STRUCTURE
• Higher order moments of random vectors using matrix derivatives
• scientific article; zbMATH DE number 1864600 (Why is no real title available?)
• Moments of Special Normally Distributed Matrices
• A mathematical model for finding the moment generating function of multivariate normal distribution for the four variables luteinizing hormone, follicle stimulating hormone, estrone and pregnandiol
• Higher order moments of multivariate normal distribution using matrix derivatives
• Professor Heinz Neudecker and matrix differential calculus
• Unsupervised linear discrimination using skewness

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