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Statistics
A Journal of Theoretical and Applied Statistics
Volume 21, 1990 - Issue 3
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Original Articles

The variance matrix of a matrix quadratic form %81¡ under normality assumptions

Pages 455-459 | Received 01 Jan 1989, Published online: 24 Apr 2008
 

Abstract

In order to obtain the first and second moments of a matrix quadratic form under normality assumptions its moment generating function will be derived and then differentiated.

Use is being made of matrix differential calculus as developed by the author

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