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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