The dispersion matrix of vec X'AX, A'=A, when X'X is a Wishart matrix

H. Neudecker

No 302171, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 6
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:302171

DOI: 10.22004/ag.econ.302171

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