The moments of the multivariate normal
From MaRDI portal
Publication:3690880
DOI10.1017/S000497270000976XzbMath0573.62047MaRDI QIDQ3690880
Publication date: 1985
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Related Items
The distribution of cross sectional momentum returns, Explicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variables, The \(d\)-variate vector Hermite polynomial of order \(k\), Deviance information criterion for latent variable models and misspecified models, Exact predictors for a generalized ar(1) process with an ar(1) parameter, Estimates of low bias for the multivariate normal, A generalized Isserlis theorem for location mixtures of Gaussian random vectors, A simple expression for the multivariate Hermite polynomials, Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations, Normal moments and Hermite polynomials, Explicit formulae for product moments of multivariate Gaussian random variables
