On second-order and fourth-order moments of jointly distributed random matrices: A survey

Linear Algebra and Its Applications

Volumn 321, Issue 1-3, 2000, Pages 61-93

  Ghazal, Ghazal A ^a   Neudecker, Heinz ^b  

^a CAIRO UNIVERSITY   (Egypt)

^b 1018 WB ^*  (Netherlands)

Author keywords

(Multiple) Kronecker product; (Repeated) vectorization; Commutation matrices; Matrix bilinear and quadratic forms; Normal, elliptical, and Wishart distribution

Indexed keywords

EID: 0034366101     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(00)00181-6     Document Type: Article

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