Orthogonal polynomials generated by random vectors

DOI10.1080/03610926.2015.1118512MaRDI QIDQ5349145zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 23 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1118512

zbMATH Keywords

Hermite polynomialmultivariate Hermite polynomialmultivariate normal distributionorthogonal polynomialsrandom vectors

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

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Cited in

(3)

• Orthogonal polynomials via random variables
• Generation of Random Orthogonal Matrices
• scientific article; zbMATH DE number 645193 (Why is no real title available?)

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