Third moment of matrix quadratic form

DOI10.1016/0167-7152(93)90126-4zbMath0784.62045OpenAlexW2041485086MaRDI QIDQ1209456

Shagufta A. Sultan, Derrick Shannon Tracy

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90126-4

zbMATH Keywords

Kronecker productsWishart distributionmatrix normal distributionthird momentmatrix quadratic formcommutation matricessixth moment

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (1)

The \(N\)-th moment of matrix quadratic form

Cites Work

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• The commutation matrix: Some properties and applications
• Fourth-order properties of normally distributed random matrices
• Matrix derivatives with an application to an adaptive linear decision problem
• Some results on commutation matrices, with statistical applications
• Moments for matrix normal variables

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