Multivariate quadratic forms of random vectors

DOI10.1016/S0047-259X(02)00013-1zbMath1030.60012MaRDI QIDQ1414597

René Blacher

Publication date: 4 December 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Fourier transformsHermite polynomialsLaguerre polynomialsQuadratic formsGaussian vectorsMoments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characteristic functions; other transforms (60E10)

Related Items (5)

Robust multivariate density estimation under Gaussian noise ⋮ From moments of sum to moments of product ⋮ Probability density of the empirical wavelet coefficients of a noisy chaos ⋮ A class of bivariate exponential distributions ⋮ Explicit formulae for product moments of multivariate Gaussian random variables

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