Unbiased estimation of fourth-order matrix moments

Ruud H. Koning; H. Neudecker; T.J. Wansbeek

doi:10.1016/0024-3795(92)90445-G

Unbiased estimation of fourth-order matrix moments

Ruud H. Koning, H. Neudecker, T.J. Wansbeek

Onderzoeksoutput: Article › Academic › peer review

11 Citaten (Scopus)

Samenvatting

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
DOI's	https://doi.org/10.1016/0024-3795(92)90445-G
Status	Published - 1-jan.-1992

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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 = "Koning, {Ruud H.} and H. Neudecker and T.J. Wansbeek",

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AU - Wansbeek, T.J.

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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.

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JO - Linear Algebra and Its Applications

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