Multivariate data, the arithmetic mean and exchangeability of transformations

DOI10.1016/J.LAA.2004.12.030MaRDI QIDQ2575700zbMATH OpenOpenAlexFDO

Authors Eckehard Frauendorf, Heinz Neudecker, Götz Trenkler

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

zbMATH Keywords

Unbiased estimationJackknifeArithmetic meanExchangeability of transformations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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

Cited in

(4)

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• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS

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