BLOCK KRONECKER PRODUCTS AND THE VECB OPERATOR
- Koning, Ruud H.
- Neudecker, H.
- Wansbeek, T.J.
DOIAbstract
This paper is concerned with two generalizations of the Kronecker product and two related generalizations of the vec operator. It is demonstrated that they pairwise match two different kinds of matrix partition, viz. the balanced and unbalanced ones. Relevant properties are supplied and proved. A related concept, the so-called tilde transform of a balanced block matrix, is also studied. The results are illustrated with various statistical applications of the five concepts studied.</p
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