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In mathematics, a moment matrix is a special symmetric square matrix whose rows and columns are indexed by monomials. The entries of the matrix depend on the product of the indexing monomials only (cf. Hankel matrices.) Moment matrices play an important role in polynomial fitting, polynomial optimization (since positive semidefinite moment matrices correspond to polynomials which are sums of squares) and econometrics.

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  • Produktsummenmatrix (de)
  • Moment matrix (en)
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  • In der Statistik bezeichnet man als Produktsummenmatrix oder auch Momentenmatrix eine symmetrische Matrix, die sich aus dem Produkt der Datenmatrix mit ihrer Transponierten ergibt. Die Inverse der Produktsummenmatrix spielt bei der Berechnung des Kleinste-Quadrate-Schätzers und bei der Berechnung von Projektionsmatrizen eine große Rolle. Die Produktsummenmatrix misst die in den Regressoren enthaltene Information. (de)
  • In mathematics, a moment matrix is a special symmetric square matrix whose rows and columns are indexed by monomials. The entries of the matrix depend on the product of the indexing monomials only (cf. Hankel matrices.) Moment matrices play an important role in polynomial fitting, polynomial optimization (since positive semidefinite moment matrices correspond to polynomials which are sums of squares) and econometrics. (en)
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  • p/m130190 (en)
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  • Moment matrix (en)
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  • In der Statistik bezeichnet man als Produktsummenmatrix oder auch Momentenmatrix eine symmetrische Matrix, die sich aus dem Produkt der Datenmatrix mit ihrer Transponierten ergibt. Die Inverse der Produktsummenmatrix spielt bei der Berechnung des Kleinste-Quadrate-Schätzers und bei der Berechnung von Projektionsmatrizen eine große Rolle. Die Produktsummenmatrix misst die in den Regressoren enthaltene Information. (de)
  • In mathematics, a moment matrix is a special symmetric square matrix whose rows and columns are indexed by monomials. The entries of the matrix depend on the product of the indexing monomials only (cf. Hankel matrices.) Moment matrices play an important role in polynomial fitting, polynomial optimization (since positive semidefinite moment matrices correspond to polynomials which are sums of squares) and econometrics. (en)
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