The \(N\)-th moment of matrix quadratic form

DOI10.1016/0167-7152(95)00138-7zbMath0854.62055OpenAlexW2126795335MaRDI QIDQ1922132

Yanyan Li

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

zbMATH Keywords

Kronecker productmatrix normal distributioncommutation matrixmatrix quadratic formvec operatorkurtosis of Wishart distributionmoments of matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (1)

The risk of pretest and shrinkage estimators

Cites Work

• The commutation matrix: Some properties and applications
• Fourth-order properties of normally distributed random matrices
• Third moment of matrix quadratic form
• Some results on commutation matrices, with statistical applications
• Moments for matrix normal variables

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