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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

References

  • Heijmans , R.D.H. 1986 . Personal communication
  • Holmqvist , B. 1985 . Moments and cumulants from generating functions of Hil-bert -space- valued random, variables and an application to the Wish art distribution, Report , University of Lund .
  • Magnus , J. R and Neudecker , H. 1979 . The commutation matrix: some properties and applications . Ann. Statist. , 7 : 381 – 394 .
  • Magnus , J. R and Neudeckeb , H. 1988 . Matrix Differential Calculus with Applications in Statistics and Econometrics, , Chichester : John Wiley &Sons .
  • Netjdeoker , H. and Wansbeek , T. J . 1987 . Fourth-order properties of normally distributed random matrics . Linear Algebra and its Applications , 97 : 13 – 21 .
  • Von , Rosen. d . 1988 . Moments for matrix normal variables . Statistics , 19 : 575 – 583 .

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