Explicit formulae for product moments of multivariate Gaussian random variables
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Publication:2348314
DOI10.1016/J.SPL.2015.01.030zbMATH Open1316.60027OpenAlexW1967688766MaRDI QIDQ2348314FDOQ2348314
Publication date: 11 June 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.01.030
Gaussian random vectorproduct momentjoint momentjointly Gaussian random variablesmultivariate Gaussian random variables
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Cited In (15)
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- The basic reproductive number for disease systems with multiple coupled heterogeneities
- Some new Gaussian product inequalities
- Explicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variables
- Expressions for joint moments of elliptical distributions
- On the Product of Independent Complex Gaussians
- Product Moments of Multivariate Random Vectors
- On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution
- Canonical decomposition of belief functions based on Teugels' representation of the multivariate Bernoulli distribution
- Robust multivariate density estimation under Gaussian noise
- Statistical test for fractional Brownian motion based on detrending moving average algorithm
- Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
- A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function
- On computing distributions of products of random variables via Gaussian multiresolution analysis
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