Discussiones Mathematicae Probability and Statistics 25(2) (2005) 207-215
Heinz Neudecker
Department of Econometrics, University of Amsterdam |
Götz Trenkler
Department of Statistics, University of Dortmund |
Keywords: multivariate normal distribution, Kronecker product, inner product, generalized jackknife, best unbiased estimator.
2000 Mathematics Subject Classification: Primary 62F10,Secondary 62F11.
[1] | T.W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley, New York 1984. |
[2] | A.G. Ghazal and H. Neudecker, On second-order and fourth-order moments of jointly distributed random matrices. A survey, Linear Algebra and Its Applications 321 (2000), 63-93. |
[3] | N.C. Giri, Multivariate Statistical Analysis, Marcel Dekker, New York 1996. |
[4] | H.L. Gray and W.R. Schucany, The Generalized Jackknife Statistics, Marcel Dekker, New York 1972. |
[5] | J.R. Magnus and H. Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, Wiley, New York 1988. |
Received 14 May 2004