HIGHER-ORDER MOMENTS OF RANDOM VECTORS USING MATRIX DERIVATIVES

被引：9

作者：

JINADASA, KG ^{[1
]}

TRACY, DS ^{[1
]}

机构：

[1] UNIV WINDSOR,DEPT MATH & STAT,WINDSOR N9B 3P4,ONTARIO,CANADA

来源：

关键词：

D O I：

10.1080/07362998608809100

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：399 / 407

页数：9

共 8 条

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Anderson T., 1984, INTRO MULTIVARIATE S

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[4]

Neudecker H., 1983, CAN J STAT, V11, P221

[5] A NOTE ON EXPECTATION OF A RANDOM QUADRATIC FORM [J].

SOONG, TT .

[6] EXPECTATIONS OF PRODUCTS OF RANDOM QUADRATIC-FORMS [J].

TRACY, DS ;

JINADASA, KG .

[7] MULTIVARIATE MAXIMA AND MINIMA WITH MATRIX DERIVATIVES [J].

TRACY, DS ;

DWYER, PS .

[8] ON SOME PATTERN-REDUCTION MATRICES WHICH APPEAR IN STATISTICS [J].

WIENS, DP .