My statistician colleague, J.E. Chac´on, asked me how to decide if a real given matrix A has a square
root for the Kronecker product (i.e., if there exists a B such that A = B ⊗ B) and, in the positive
case, how to compute it. His questions were motivated by the fact that, provided that a certain real
positive definite symmetric matrix has a Kronecker square root, explicit asymptotic expressions for
certain estimator errors could be obtained. See [1], for a discussion of the importance of multivariate
kernel density derivative estimation.