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Apr
9
comment Expected value with a kronecker product and Gaussian distributional assumption
Can you go further and continue with the part involving $Z's$, which you refer to indirectly as $B$? I ask because I believe $ZZ^T$ may be Wishart distributed given the Gaussian assumptions. I'd like to see the extent to which one might compute the expectation.
Apr
9
asked Expected value with a kronecker product and Gaussian distributional assumption