Fourth-order properties of normally distributed random matrices

DOI10.1016/0024-3795(87)90135-2zbMath0631.15013OpenAlexW2087725740MaRDI QIDQ1094507

Tom Wansbeek, Heinz Neudecker

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90135-2

zbMATH Keywords

random matricescovarianceexpectationnormally distributed matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

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