Recurrence formula for expectations of products of quadratic forms

DOI10.1016/0167-7152(95)00050-XzbMath0849.62028OpenAlexW2040338612MaRDI QIDQ1916175

Ghazal A. Ghazal

Publication date: 6 November 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00050-x

zbMATH Keywords

expectationssymmetric matricesrecurrence formulamultivariate normalcovariance matricesVandermonde determinantsexact momentsrandom discriminantsproduct of quadratic forms

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Basic linear algebra (15A99)

Related Items (6)

Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms ⋮ COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS ⋮ Expectation of quadratic forms in normal and nonnormal variables with applications ⋮ Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey ⋮ Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density

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• Cumulants of bilinear forms and quadratic forms and their applications
• The moments of products of quadratic forms in normal variables
• The Kronecker Matrix Product and Some of its Applications in Econometrics
• Comparison of k-Class Estimators When the Disturbances Are Small

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