4TH-ORDER PROPERTIES OF NORMALLY DISTRIBUTED RANDOM MATRICES

被引：20

作者：

NEUDECKER, H ^{[1
]}

WANSBEEK, T ^{[1
]}

机构：

[1] STATE UNIV GRONINGEN,INST ECONOMETR,9700 AV GRONINGEN,NETHERLANDS

来源：

关键词：

D O I：

10.1016/0024-3795(87)90135-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：13 / 21

页数：9

共 8 条

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[4] Henderson HV., 1981, LINEAR MULTILINEAR A, V9, P271, DOI DOI 10.1080/03081088108817379
[5] LEGAULTGIGUERE MA, 1974, THESIS MCGILL U MONT
[6] COMMUTATION MATRIX - SOME PROPERTIES AND APPLICATIONS
MAGNUS, JR
NEUDECKER, H
[J]. ANNALS OF STATISTICS, 1979, 7 (02) : 381 - 394
[7] ON THE DISPERSION MATRIX OF A MATRIX QUADRATIC FORM CONNECTED WITH THE NONCENTRAL WISHART DISTRIBUTION
NEUDECKER, H
[J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1985, 70 (OCT) : 257 - 262
[8] Neudecker H., 1983, CAN J STAT, V11, P221