Explicit formulae for product moments of multivariate Gaussian random variables
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Cites work
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- scientific article; zbMATH DE number 3232102 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- A useful theorem for nonlinear devices having Gaussian inputs
- Complex Gaussian noise moments
- Distributions involving norms of correlated Gaussian vectors
- From moments of sum to moments of product
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution
- Moments and cumulants of the multivariate normal distribution
- Moments of Gaussian processes in terms of generalized multidimensional Hermite polynomials (Corresp.)
- Moments of elliptically distributed random variates
- Multivariate quadratic forms of random vectors
- Normal moments and Hermite polynomials
- The moments of the multivariate normal
Cited in
(20)- Some new Gaussian product inequalities
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution
- Expressions for joint moments of elliptical distributions
- On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
- A comment on ``Optimizing an objective function under a bivariate probability model
- From moments of sum to moments of product
- Canonical decomposition of belief functions based on Teugels' representation of the multivariate Bernoulli distribution
- The basic reproductive number for disease systems with multiple coupled heterogeneities
- scientific article; zbMATH DE number 2068345 (Why is no real title available?)
- Concise formulae for the cumulant matrices of a random vector
- On computing distributions of products of random variables via Gaussian multiresolution analysis
- A scalarization technique for computing the power and exponential moments of Gaussian random matrices
- On the expectation of the product of four matrix-valued Gaussian random variables
- On the Product of Independent Complex Gaussians
- A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function
- Robust multivariate density estimation under Gaussian noise
- Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
- Explicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variables
- Statistical test for fractional Brownian motion based on detrending moving average algorithm
- Product Moments of Multivariate Random Vectors
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