### Abstract

The mean of the Hadamard product of two linear combinations of a random matrix is presented in terms of the mean and variance of the random matrix for any distribution. The variance is given for the normal distribution. Further, the means of four Hadamard products of matrix bilinear forms in a normally distributed random matrix are given. Finally, the mean of a quadruple Hadamard product of linear combinations is derived under normality.

Original language | English |
---|---|

Pages (from-to) | 475-487 |

Number of pages | 13 |

Journal | Statistical Papers |

Volume | 42 |

Issue number | 4 |

DOIs | |

Publication status | Published - 1 Oct 2001 |

### Fingerprint

### Cite this

*Statistical Papers*,

*42*(4), 475-487. https://doi.org/10.1007/s003620100074

}

*Statistical Papers*, vol. 42, no. 4, pp. 475-487. https://doi.org/10.1007/s003620100074

**Some statistical properties of Hadamard products of random matrices.** / Neudecker, Heinz; Liu, Shuangzhe.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Some statistical properties of Hadamard products of random matrices

AU - Neudecker, Heinz

AU - Liu, Shuangzhe

PY - 2001/10/1

Y1 - 2001/10/1

N2 - The mean of the Hadamard product of two linear combinations of a random matrix is presented in terms of the mean and variance of the random matrix for any distribution. The variance is given for the normal distribution. Further, the means of four Hadamard products of matrix bilinear forms in a normally distributed random matrix are given. Finally, the mean of a quadruple Hadamard product of linear combinations is derived under normality.

AB - The mean of the Hadamard product of two linear combinations of a random matrix is presented in terms of the mean and variance of the random matrix for any distribution. The variance is given for the normal distribution. Further, the means of four Hadamard products of matrix bilinear forms in a normally distributed random matrix are given. Finally, the mean of a quadruple Hadamard product of linear combinations is derived under normality.

UR - http://www.scopus.com/inward/record.url?scp=0346406489&partnerID=8YFLogxK

U2 - 10.1007/s003620100074

DO - 10.1007/s003620100074

M3 - Article

VL - 42

SP - 475

EP - 487

JO - Statistische Hefte

JF - Statistische Hefte

SN - 1613-9798

IS - 4

ER -