### Abstract

The variance of the Hadamard product of two linear combinations of a random vector is presented in terms of the mean and the variance of the random vector when a normal distribution is assumed. The mean and variance of the Hadamard product are further given for any distribution.

Original language | English |
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Pages (from-to) | 529-533 |

Number of pages | 5 |

Journal | Statistical Papers |

Volume | 42 |

Issue number | 4 |

DOIs | |

Publication status | Published - 1 Oct 2001 |

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### Cite this

*Statistical Papers*,

*42*(4), 529-533. https://doi.org/10.1007/s003620100078

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*Statistical Papers*, vol. 42, no. 4, pp. 529-533. https://doi.org/10.1007/s003620100078

**Statistical properties of the Hadamard product of random vectors.** / Neudecker, Heinz; Liu, Shuangzhe.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Statistical properties of the Hadamard product of random vectors

AU - Neudecker, Heinz

AU - Liu, Shuangzhe

PY - 2001/10/1

Y1 - 2001/10/1

N2 - The variance of the Hadamard product of two linear combinations of a random vector is presented in terms of the mean and the variance of the random vector when a normal distribution is assumed. The mean and variance of the Hadamard product are further given for any distribution.

AB - The variance of the Hadamard product of two linear combinations of a random vector is presented in terms of the mean and the variance of the random vector when a normal distribution is assumed. The mean and variance of the Hadamard product are further given for any distribution.

UR - http://www.scopus.com/inward/record.url?scp=0346406488&partnerID=8YFLogxK

U2 - 10.1007/s003620100078

DO - 10.1007/s003620100078

M3 - Article

VL - 42

SP - 529

EP - 533

JO - Statistische Hefte

JF - Statistische Hefte

SN - 1613-9798

IS - 4

ER -