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Reference

  • Neudecker, H. andWansbeek, T.J. (1987): Fourth-order properties of normally distributed random matrices.Linear Algebra and Its Applications 97, 13–24.

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References

  • Magnus, J.R. and Neudecker, H. (1979):The commutation matrix, some properties and applications. The Annals of Statistics 7, pp. 381–394

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Authors and Affiliations

  1. University of Amsterdam, The Netherlands

    Heinz Neudecker

  2. Erasmus University Rotterdam, Rotterdam, Netherlands

    Michel van de Velden

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  1. Heinz Neudecker
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  2. Michel van de Velden
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Neudecker, H., van de Velden, M. Problem section. Statistical Papers 46, 469–472 (2005). https://doi.org/10.1007/BF02762846

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  • DOI: https://doi.org/10.1007/BF02762846

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