UNBIASED ESTIMATION OF 4TH-ORDER MATRIX MOMENTS
| Autor: | Ruud Koning, Neudecker, H., Wansbeek, T. |
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| Přispěvatelé: | University of Groningen |
| Jazyk: | angličtina |
| Rok vydání: | 1992 |
| Zdroj: | Linear Algebra and Its Applications, 160, 163-174 University of Groningen |
| ISSN: | 0024-3795 |
| Popis: | We formulate Browne's (1984) unbiased estimator for the elements of the matrix of fourth-order moments in terms of matrices. We show that this matrix is indeed an unbiased estimator, without using the theory of cumulants and k-statistics. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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