The variance matrix of a matrix quadratic form %81¡ under normality assumptions

DOI10.1080/02331889008802254zbMath0713.62057OpenAlexW2044092672MaRDI QIDQ3198720

Heinz Neudecker

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802254

zbMATH Keywords

moment generating functionfirst and second momentsmatrix quadratic formmatrix differential calculusnormality assumptions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multilinear algebra, tensor calculus (15A69) Basic linear algebra (15A99)

Related Items (5)

On moments of quadratic forms in non-spherically distributed variables ⋮ The Hadamard Product and Some of its Applications in Statistics ⋮ Quadratic estimators of covariance components in a multivariate mixed linear model ⋮ a bayesian analysis of the multivariate mixed-linear model ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey

Cites Work

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• The commutation matrix: Some properties and applications
• Fourth-order properties of normally distributed random matrices
• Moments for matrix normal variables

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