The N-th moment of matrix quadratic form

Chul Kang and Byung-Chun Kim

Statistics & Probability Letters, 1996, vol. 28, issue 4, 291-297

Abstract: We have obtained a formula for vec( [circle times operator]i = 1N Bi). 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.

Keywords: Kronecker; product; Commutation; matrix; Vec; operator; Matrix; quadratic; form; Moments; of; matrix (search for similar items in EconPapers)
Date: 1996
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