Title
Kronecker product permutation matrices and their application to moment matrices of the normal distribution
Abbreviated Journal Title
J. Multivar. Anal.
Keywords
commutation matrix; generalized wald statistic; moments of quadratic; forms; Statistics & Probability
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. (C) 2003 Elsevier Science (USA). All rights reserved.
Journal Title
Journal of Multivariate Analysis
Volume
87
Issue/Number
1
Publication Date
1-1-2003
Document Type
Article
Language
English
First Page
177
Last Page
190
WOS Identifier
ISSN
0047-259X
Recommended Citation
"Kronecker product permutation matrices and their application to moment matrices of the normal distribution" (2003). Faculty Bibliography 2000s. 4008.
https://stars.library.ucf.edu/facultybib2000/4008