Third moment of matrix quadratic form
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Publication:1209456
DOI10.1016/0167-7152(93)90126-4zbMath0784.62045MaRDI QIDQ1209456
Shagufta A. Sultan, Derrick Shannon Tracy
Publication date: 16 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90126-4
Kronecker products; Wishart distribution; matrix normal distribution; third moment; matrix quadratic form; commutation matrices; sixth moment
62H10: Multivariate distribution of statistics
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Cites Work
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- The commutation matrix: Some properties and applications
- Fourth-order properties of normally distributed random matrices
- Matrix derivatives with an application to an adaptive linear decision problem
- Some results on commutation matrices, with statistical applications
- Moments for matrix normal variables