Magnus, Jan R.; Neudecker, H. The commutation matrix: Some properties and applications. (English) Zbl 0414.62040 Ann. Stat. 7, 381-394 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 ReviewsCited in 185 Documents MSC: 62H10 Multivariate distribution of statistics 15A99 Basic linear algebra 15B51 Stochastic matrices 15A63 Quadratic and bilinear forms, inner products 15A69 Multilinear algebra, tensor calculus Keywords:commutation matrix; normal distribution; variance matrix of Wishart distribution; Kronecker product; matrix differentiation; expectations; covariance matrices; stochastically dependent vectors; stochastic vectors; chi square moments Citations:Zbl 0185.082; Zbl 0406.62031; Zbl 0285.26013 PDF BibTeX XML Cite \textit{J. R. Magnus} and \textit{H. Neudecker}, Ann. Stat. 7, 381--394 (1979; Zbl 0414.62040) Full Text: DOI OpenURL