The expectation of products of quadratic forms in normal variables: the practice

DOI10.1111/J.1467-9574.1979.TB00668.XMaRDI QIDQ4200933zbMATH OpenOpenAlexFDO

Authors Jan R. Magnus

Publication date 1979

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1979.tb00668.x

zbMATH Keywords

expectation of products of quadratic forms in normal variables

Mathematics Subject Classification ID

Statistical tables (62Q05) Statistical distribution theory (62E99) Distribution theory (60E99)

Cites work

• The Expectation of Products of Quadratic Forms in Normal Variables

Cited in

(12)

• Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms
• Expectations of products of quadratic forms in normal variables
• Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
• Expectation of quadratic forms in normal and nonnormal variables with applications
• From moments of sum to moments of product
• The second-order bias and mean squared error of estimators in time-series models
• On the distribution of the sample autocorrelation coefficients
• On second-order and fourth-order moments of jointly distributed random matrices: A survey
• Finite sample properties of maximum likelihood estimator in spatial models
• A method for computing moments of quadratic forms involving wrapped random variables
• Testing slope homogeneity in large panels
• Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices

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