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Tracy, Derrick S.; Jinadasa, Kankanam G.

Partitioned Kronecker products of matrices and applications. (English) Zbl 0684.62044

Can. J. Stat. 17, No. 1, 107-120 (1989).
Summary: Some generalized commutation matrices are defined and used to establish relationships between \(\pi\)-products and Kronecker products. These are applied to obtain expectations of \(\pi\)-products of random vectors and matrices.

Cited in 10 Documents

MSC:

62H99 Multivariate analysis
15A69 Multilinear algebra, tensor calculus
15B52 Random matrices (algebraic aspects)

Keywords:

pi-products; balanced; partitioning; expectations; multivariate normal distribution; generalized commutation matrices; Kronecker products
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References:

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