Title

Kronecker Product Permutation Matrices And Their Application To Moment Matrices Of The Normal Distribution

Keywords

Commutation matrix; Generalized wald statistic; Moments of quadratic forms

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. © 2003 Elsevier Science (USA). All rights reserved.

Publication Date

1-1-2003

Publication Title

Journal of Multivariate Analysis

Volume

87

Issue

1

Number of Pages

177-190

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/S0047-259X(03)00047-2

Socpus ID

0142010573 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0142010573

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