Moments for matrix normal variables |
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| Authors: | Dietrich Von rosen |
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| Institution: | Department of Mathematical Statistics , University of Stiockholm , Stockholm, S-17385, Sweden |
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| Abstract: | In order to obtain moments for matrix normally distributed variables the moment generating function is differentiated by aid of matrix derivatives. Moments of arbitrary order as well as a recursive relation are obtained. Further, some more details are given for the first four moments |
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| Keywords: | Matrix normal distribution moments matrix derivatives |
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