A compact expression for the variance of sample second-order moments in multivariate linear relations. An alternative proof of Satorra's result

DOI10.1016/0167-7152(94)90142-2zbMath0787.62059OpenAlexW2060617512MaRDI QIDQ1314688

Heinz Neudecker

Publication date: 19 May 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90142-2

zbMATH Keywords

non-normalitymoment structuresindependence assumptionmultivariate linear relationssample second-order moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Random matrices (algebraic aspects) (15B52) Multilinear algebra, tensor calculus (15A69)

Cites Work

• The variance matrix of sample second-order moments in multivariate linear relations