Expectations of products of random quadratic forms

DOI10.1080/07362998608809082MaRDI QIDQ3709529zbMATH OpenOpenAlexFDO

Authors K. G. Jinadasa, Derrick Shannon Tracy

Publication date 1986

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998608809082

zbMATH Keywords

random quadratic formsexpectation of products

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cited in

(11)

• Expectations of products of quadratic forms in normal variables
• A note on expectation of a random quadratic form
• From moments of sum to moments of product
• On moments of quadratic forms in non-spherically distributed variables
• Moments on quadratic binomial products
• Higher order moments of random vectors using matrix derivatives
• On the expectation of the product of four matrix-valued Gaussian random variables
• Order-of-magnitude bounds for expectations involving quadratic forms
• Higher order moments of multivariate normal distribution using matrix derivatives
• On second-order and fourth-order moments of jointly distributed random matrices: A survey
• Random Quadratic Forms

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