The commutation matrix: Some properties and applications
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Publication:599462
DOI10.1214/aos/1176344621zbMath0414.62040OpenAlexW2167430018MaRDI QIDQ599462
Jan R. Magnus, Heinz Neudecker
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344621
expectationsnormal distributionKronecker productcovariance matricesmatrix differentiationcommutation matrixchi square momentsstochastic vectorsstochastically dependent vectorsvariance matrix of Wishart distribution
Multivariate distribution of statistics (62H10) Quadratic and bilinear forms, inner products (15A63) Multilinear algebra, tensor calculus (15A69) Basic linear algebra (15A99) Stochastic matrices (15B51)
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