The variance matrix of a matrix quadratic form %81¡ under normality assumptions
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Publication:3198720
DOI10.1080/02331889008802254zbMath0713.62057MaRDI QIDQ3198720
Publication date: 1990
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889008802254
moment generating function; first and second moments; matrix quadratic form; matrix differential calculus; normality assumptions
62H10: Multivariate distribution of statistics
15A69: Multilinear algebra, tensor calculus
15A99: Basic linear algebra
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Cites Work