scientific article; zbMATH DE number 1944341

MaRDI QIDQ4407637zbMATH OpenFDO

Authors Heinz Neudecker

Publication date 26 January 2004

Mathematics Subject Classification ID

Distribution theory (60E99) Multivariate distribution of statistics (62H10)

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(5)

• Fourth-order properties of normally distributed random matrices
• On the expectation of the product of four matrix-valued Gaussian random variables
• Some statistical properties of Hadamard products of random matrices.
• Professor Heinz Neudecker and matrix differential calculus
• Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis

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