The N-th moment of matrix quadratic form

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
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)
  • Hit : 470
  • Download : 433
  • Cited 0 times in thomson ci
This item is cited by other documents in WoS
⊙ Detail Information in WoSⓡClick to seewebofscience_button
⊙ Cited 1 items in WoSClick to see citing articles inrecords_button

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0