Moments of Special Normally Distributed Matrices

DOI10.1080/02331889708802539MaRDI QIDQ4878164zbMATH OpenOpenAlexFDO

Authors Dietmar Hudak, Gerhard Richter

Publication date 14 August 1996

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802539

zbMATH Keywords

moments of normally distributed matricesrandom Gaussian matrix

Mathematics Subject Classification ID

Distribution theory (60E99) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cites work

• A general formula for the central mixed moments of the multivariate normal distribution
• scientific article; zbMATH DE number 47794 (Why is no real title available?)
• Moments for matrix normal variables
• Random Fredholm integral equations of the second kind with degenerate kernels. II: Bounds for probabilities
• The commutation matrix: Some properties and applications

Cited in

(6)

• Moments of a statistic caused by random combinations or random matings
• Kronecker product permutation matrices and their application to moment matrices of the normal distribution
• Matrix algebra for higher order moments
• Moments for matrix normal variables
• scientific article; zbMATH DE number 865672 (Why is no real title available?)
• A scalarization technique for computing the power and exponential moments of Gaussian random matrices

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