The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
type: Item
instance of: scholarly article
title: The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
zbMATH Open document ID: 0643.62036
DOI: 10.1016/0024-3795(88)90218-2
published in: Linear Algebra and its Applications
publication date: 1988-01-01T00:00:00Z
review text: A matrix expression for the covariance matrix of a general second degree matrix polynomial under normality assumptions is derived by applying methods of matrix differentiation to the cumulant generating function.
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 26B12
zbMATH DE Number: 4048871
zbMATH Keywords: covariance matrix
zbMATH Keywords: general second degree matrix polynomial
zbMATH Keywords: normality
zbMATH Keywords: matrix differentiation
zbMATH Keywords: cumulant generating function
author: Michael W. Browne
author: Heinz Neudecker
MaRDI profile type: Publication
full work available at URL: 0024-3795(88)90218-2
OpenAlex ID: W2066975274
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description: scientific article; zbMATH DE number 4048871