On second-order and fourth-order moments of jointly distributed random matrices: A survey

DOI10.1016/S0024-3795(00)00181-6zbMath1033.15016WikidataQ127884555 ScholiaQ127884555MaRDI QIDQ1595140

Ghazal A. Ghazal, Heinz Neudecker

Publication date: 29 March 2004

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

zbMATH Keywords

momentsrandom matricesquadratic formsWishart distributioncovariance matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Quadratic and bilinear forms, inner products (15A63)

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