The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056)
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scientific article; zbMATH DE number 4048871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions |
scientific article; zbMATH DE number 4048871 |
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The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (English)
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1988
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A matrix expression for the covariance matrix of a general second degree matrix polynomial under normality assumptions is derived by applying methods of matrix differentiation to the cumulant generating function.
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covariance matrix
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general second degree matrix polynomial
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normality
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matrix differentiation
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cumulant generating function
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