Third and fourth moment matrices of vec \(X'\) in multivariate analysis

DOI10.1016/S0024-3795(02)00332-4zbMath1009.62045OpenAlexW2094912616MaRDI QIDQ1855358

Heinz Neudecker, Götz Trenkler

Publication date: 5 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0024-3795(02)00332-4

zbMATH Keywords

fourth moment matricesnonlinear function of the meanthird moment matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Quadratic and bilinear forms, inner products (15A63)

Related Items (4)

A note on the representation of \({E\left({{\mathbf {x}}}\otimes {{\mathbf {xx}}}^{\prime}\right) }\) and \({E\left({{\mathbf {xx}}}^{\prime }\otimes {{\mathbf {xx}}}^{\prime }\right)}\) for the random vector \(\mathbf{x}\) ⋮ Spectral analysis of the fourth moment matrix ⋮ Third and fourth moments of vector autoregressions with regime switching ⋮ Multivariate data, the arithmetic mean and exchangeability of transformations

Cites Work

• Unnamed Item
• The commutation matrix: Some properties and applications
• Some results on commutation matrices, with statistical applications

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