The N-th moment of matrix quadratic form

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We have obtained a formula for vec(x(i=1)(N)B(i)). Using this formula and the 2Nth moment of the matrix normal distribution, we obtain the Nth moment of matrix quadratic form. Furthermore, we have obtained the kurtosis of Wishart distribution.
Publisher
ELSEVIER SCIENCE BV
Issue Date
1996-08
Language
English
Article Type
Article
Citation

STATISTICS PROBABILITY LETTERS, v.28, no.4, pp.291 - 297

ISSN
0167-7152
URI
http://hdl.handle.net/10203/4239
Appears in Collection
MT-Journal Papers(저널논문)
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