The \(N\)-th moment of matrix quadratic form
type: Item
instance of: scholarly article
title: The \(N\)-th moment of matrix quadratic form
zbMATH Open document ID: 0854.62055
DOI: 10.1016/0167-7152(95)00138-7
author: Yanyan Li
published in: Statistics \& Probability Letters
publication date: 1997-01-19T00:00:00Z
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 926956
zbMATH Keywords: Kronecker product
zbMATH Keywords: commutation matrix
zbMATH Keywords: vec operator
zbMATH Keywords: moments of matrix
zbMATH Keywords: matrix normal distribution
zbMATH Keywords: matrix quadratic form
zbMATH Keywords: kurtosis of Wishart distribution
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00138-7
OpenAlex ID: W2126795335
cites work: The commutation matrix: Some properties and applications
cites work: Some results on commutation matrices, with statistical applications
cites work: Fourth-order properties of normally distributed random matrices
cites work: Moments for matrix normal variables
cites work: Third moment of matrix quadratic form
description: scientific article; zbMATH DE number 926956