The \(N\)-th moment of matrix quadratic form
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Publication:1922132
DOI10.1016/0167-7152(95)00138-7zbMath0854.62055MaRDI QIDQ1922132
Publication date: 19 January 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00138-7
Kronecker product; matrix normal distribution; commutation matrix; matrix quadratic form; vec operator; kurtosis of Wishart distribution; moments of matrix
62H10: Multivariate distribution of statistics
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