UNBIASED ESTIMATION OF 4TH-ORDER MATRIX MOMENTS

RH KONING*, H NEUDECKER, T WANSBEEK

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)163-174
Number of pages12
JournalLinear Algebra and Its Applications
Volume160
Publication statusPublished - 1-Jan-1992

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