Unbiased estimation of fourth-order matrix moments

DOI10.1016/0024-3795(92)90445-GzbMath0744.62082OpenAlexW2141130405MaRDI QIDQ1183136

Heinz Neudecker, Ruud H. Koning, Tom Wansbeek

Publication date: 28 June 1992

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(92)90445-g

zbMATH Keywords

cumulantsunbiased estimator\(k\)- statisticsmatrix of fourth-order moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items (10)

Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling ⋮ Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality ⋮ Quadratic prediction of factor scores ⋮ Principal components on coefficient of variation matrices ⋮ Unbiased estimates for moments and cumulants in linear regression ⋮ Asymptotic expansions in mean and covariance structure analysis ⋮ Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures ⋮ A local parameterization of orthogonal and semi-orthogonal matrices with applications ⋮ Second-order accurate inference on eigenvalues of covariance and correlation matrices

Cites Work

• The commutation matrix: Some properties and applications
• Block Kronecker products and the vecb operator
• Some results on commutation matrices, with statistical applications
• Asymptotically distribution‐free methods for the analysis of covariance structures
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