Unbiased estimation of fourth-order matrix moments

DOI10.1016/0024-3795(92)90445-GMaRDI QIDQ1183136zbMATH OpenOpenAlexFDO

Authors Ruud H. Koning, Heinz Neudecker, Tom Wansbeek

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1016/0024-3795(92)90445-g

zbMATH Keywords

\(k\)- statisticscumulantsmatrix of fourth-order momentsunbiased estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

• Asymptotically distribution‐free methods for the analysis of covariance structures
• Block Kronecker products and the vecb operator
• scientific article; zbMATH DE number 194371 (Why is no real title available?)
• scientific article; zbMATH DE number 3073484 (Why is no real title available?)
• Some results on commutation matrices, with statistical applications
• The commutation matrix: Some properties and applications

Cited in

(15)

• Asymptotic expansions in mean and covariance structure analysis
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• An array of processors for the real-time estimation of fourth- and lower- order moments
• A note on the unbiased estimator of \(\mathbf{\Sigma}^2\)
• Quadratic prediction of factor scores
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
• Second-order accurate inference on eigenvalues of covariance and correlation matrices
• Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling
• scientific article; zbMATH DE number 5769398 (Why is no real title available?)
• Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
• Computer algebra and algorithms for unbiased moment estimation of arbitrary order
• Principal components on coefficient of variation matrices
• Professor Heinz Neudecker and matrix differential calculus
• Unbiased estimates for moments and cumulants in linear regression

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