The expectation of products of quadratic forms in normal variables: the practice
From MaRDI portal
Publication:4200933
DOI10.1111/j.1467-9574.1979.tb00668.xzbMath0412.60024OpenAlexW2035702014MaRDI QIDQ4200933
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
Related Items
Finite sample properties of maximum likelihood estimator in spatial models, Testing slope homogeneity in large panels, On the distribution of the sample autocorrelation coefficients, Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms, The second-order bias and mean squared error of estimators in time-series models, Expectations of products of quadratic forms in normal variables, From moments of sum to moments of product, Expectation of quadratic forms in normal and nonnormal variables with applications, On second-order and fourth-order moments of jointly distributed random matrices: A survey, Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices, A Method for Computing Moments of Quadratic Forms Involving Wrapped Random Variables, Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
Cites Work
