Pages that link to "Item:Q2476150"

The following pages link to From moments of sum to moments of product (Q2476150):

Displaying 36 items.

• GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS (Q57679) (← links)
• Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density (Q261030) (← links)
• Information matrix and D-optimal design with Gaussian inputs for Wiener model identification (Q286245) (← links)
• Consistent partial least squares for nonlinear structural equation models (Q487596) (← links)
• Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms (Q607786) (← links)
• A generalized Isserlis theorem for location mixtures of Gaussian random vectors (Q654472) (← links)
• Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems (Q786092) (← links)
• Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
• Estimation fusion of nonlinear cost functions with application to multisensory Kalman filtering (Q1660341) (← links)
• Estimation of nonlinear functions of state vector for linear systems with time-delays and uncertainties (Q1665013) (← links)
• Multisensor estimation fusion of nonlinear cost functions in mixed continuous-discrete stochastic systems (Q1717887) (← links)
• Dual time-frequency domain system identification (Q1932694) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• Beyond the mean: a flexible framework for studying causal effects using linear models (Q2088915) (← links)
• Explicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variables (Q2131887) (← links)
• Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach (Q2331253) (← links)
• Gamma random field simulation by a covariance matrix transformation method (Q2331261) (← links)
• Mean-square estimation of nonlinear functionals via Kalman filtering (Q2333923) (← links)
• Explicit formulae for product moments of multivariate Gaussian random variables (Q2348314) (← links)
• Moments and root-mean-square error of the Bayesian MMSE estimator of classification error in the Gaussian model (Q2629860) (← links)
• On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
• Expressions for joint moments of elliptical distributions (Q2656082) (← links)
• Generalized interest rate dynamics and its impacts on finance and pensions (Q2968187) (← links)
• The Offset Normal Shape Distribution for Dynamic Shape Analysis (Q3391244) (← links)
• COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS (Q3551021) (← links)
• A new reliability based optimization of tuned mass damper parameters using energy approach (Q4604624) (← links)
• Bayesian Model Selection in High-Dimensional Settings (Q4916502) (← links)
• ON THE UNIVERSALITY OF THE DISTRIBUTION OF THE GENERALIZED EIGENVALUES OF A PENCIL OF HANKEL RANDOM MATRICES (Q4917792) (← links)
• Majorization and the time complexity of linear optical networks (Q5056236) (← links)
• The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one (Q5157925) (← links)
• Estimation of non-integral and integral quadratic functions in linear stochastic differential systems (Q5208520) (← links)
• Distribution of the product of a Wishart matrix and a normal vector (Q6040492) (← links)
• A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432) (← links)
• The basic distributional theory for the product of zero mean correlated normal random variables (Q6068049) (← links)
• Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions (Q6165377) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)