Kronecker product permutation matrices and their application to moment matrices of the normal distribution

James R. Schott

Journal of Multivariate Analysis, 2003, vol. 87, issue 1, 177-190

Abstract: In this paper, we consider the matrix which transforms a Kronecker product of vectors into the average of all vectors obtained by permuting the vectors involved in the Kronecker product. An explicit expression is given for this matrix, and some of its properties are derived. It is shown that this matrix is particularly useful in obtaining compact expressions for the moment matrices of the normal distribution. The utility of these expressions is illustrated through some examples.

Keywords: Commutation; matrix; Generalized; Wald; statistic; Moments; of; quadratic; forms (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (2)

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