Unbiased estimation of fourth-order matrix moments

DOI10.1016/0024-3795(92)90445-GzbMATH Open0744.62082OpenAlexW2141130405MaRDI QIDQ1183136FDOQ1183136

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

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zbMATH Keywords

unbiased estimatorcumulants\(k\)- statisticsmatrix of fourth-order moments

Mathematics Subject Classification ID

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

Cites Work

• Asymptotically distribution‐free methods for the analysis of covariance structures
• The commutation matrix: Some properties and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Block Kronecker products and the vecb operator
• Some results on commutation matrices, with statistical applications

Cited In (15)

• Principal components on coefficient of variation matrices
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• Professor Heinz Neudecker and matrix differential calculus
• Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
• Asymptotic expansions in mean and covariance structure analysis
• Second-order accurate inference on eigenvalues of covariance and correlation matrices
• Title not available (Why is that?)
• An array of processors for the real-time estimation of fourth- and lower- order moments
• Computer algebra and algorithms for unbiased moment estimation of arbitrary order
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• A note on the unbiased estimator of \(\mathbf{\Sigma}^2\)
• Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling
• Quadratic prediction of factor scores
• Unbiased estimates for moments and cumulants in linear regression
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality

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