UNBIASED ESTIMATION OF 4TH-ORDER MATRIX MOMENTS

RH KONING; H NEUDECKER; T WANSBEEK

UNBIASED ESTIMATION OF 4TH-ORDER MATRIX MOMENTS

RH KONING^*, H NEUDECKER, T WANSBEEK

^*Bijbehorende auteur voor dit werk

Rijksuniversiteit Groningen

Onderzoeksoutput: Article › Academic › peer review

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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.

Originele taal-2	English
Pagina's (van-tot)	163-174
Aantal pagina's	12
Tijdschrift	Linear Algebra and Its Applications
Volume	160
Status	Published - 1-jan.-1992

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title = "UNBIASED ESTIMATION OF 4TH-ORDER MATRIX MOMENTS",

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.",

author = "RH KONING and H NEUDECKER and T WANSBEEK",

year = "1992",

month = jan,

day = "1",

language = "English",

volume = "160",

pages = "163--174",

journal = "Linear Algebra and Its Applications",

issn = "0024-3795",

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T1 - UNBIASED ESTIMATION OF 4TH-ORDER MATRIX MOMENTS

AU - KONING, RH

AU - NEUDECKER, H

AU - WANSBEEK, T

PY - 1992/1/1

Y1 - 1992/1/1

N2 - 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.

AB - 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.

M3 - Article

SN - 0024-3795

VL - 160

SP - 163

EP - 174

JO - Linear Algebra and Its Applications

JF - Linear Algebra and Its Applications

ER -