Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices
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Publication:1567316
DOI10.1016/S0167-7152(99)00180-7zbMath0964.15023MaRDI QIDQ1567316
Publication date: 19 July 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
algorithmrandom matricesquadratic formsrecurrence relationcovariance matrixrandom vectorsexpectations of products of bilinear forms
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