Applications of the matrix operators vech and vec

DOI10.1016/0024-3795(88)90143-7zbMath0664.62049MaRDI QIDQ1115061

K. G. Jinadasa

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90143-7

zbMATH Keywords

Wishart distribution; variance-covariance matrix; nonsingular form; vech

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

15B57: Hermitian, skew-Hermitian, and related matrices

15A99: Basic linear algebra

Related Items

Further results on the vecd operator and its applications, The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure

Cites Work

• Missing data in the one-population multivariate normal patterned mean and covariance matrix testing and estimation problem
• Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
• The commutation matrix: Some properties and applications
• On some pattern-reduction matrices which appear in statistics
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances