Multivariate data, the arithmetic mean and exchangeability of transformations

DOI10.1016/J.LAA.2004.12.030zbMATH Open1080.62033OpenAlexW2042654113MaRDI QIDQ2575700FDOQ2575700

Heinz Neudecker, Götz Trenkler, Eckehard Frauendorf

Publication date: 6 December 2005

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

Full work available at URL: https://doi.org/10.1016/j.laa.2004.12.030

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zbMATH Keywords

Unbiased estimationJackknifeArithmetic meanExchangeability of transformations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

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• The commutation matrix: Some properties and applications
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• Third and fourth moment matrices of vec \(X'\) in multivariate analysis
• Simultaneous estimation of expectation and covarianee matrix in linear models²
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Cited In (3)

• Professor Heinz Neudecker and matrix differential calculus
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
• Third and fourth moment matrices of vec \(X'\) in multivariate analysis

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