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Statistical estimation of nonlinear regression functions |
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| Authors: | Wilfried Grossmann |
| Institution: | Institute of Statistics , University Vienna |
| Abstract: | In order to obtain the first and second moments of a matrix quadratic form under normality assumptions its moment generating function will be derived and then differentiated. Use is being made of matrix differential calculus as developed by the author |
| Keywords: | Matrix normal distribution matrix matrix differential calculus |