The N-th moment of matrix quadratic form
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References listed on IDEAS
- Tracy, Derrick S. & Sultan, Shagufta A., 1993. "Third moment of matrix quadratic form," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 71-76, January.
- Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
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KeywordsKronecker product Commutation matrix Vec operator Matrix quadratic form Moments of matrix;
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