Moments for matrix normal variables
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Publication:3821419
DOI10.1080/02331888808802132zbMath0668.62032OpenAlexW2027921454MaRDI QIDQ3821419
Publication date: 1988
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888808802132
momentsmoment generating functionmatrix derivativesrecursive relationmatrix normally distributed variables
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Basic linear algebra (15A99) Distribution theory (60E99)
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- Matrix derivatives with an application to an adaptive linear decision problem
- Some results on commutation matrices, with statistical applications
- A general formula for the central mixed moments of the multivariate normal distribution
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