Some conditional expectation identities for the multivariate normal
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Publication:990907
DOI10.1016/j.jmva.2010.04.012zbMath1201.62068OpenAlexW2046453496MaRDI QIDQ990907
Christopher S. Withers, Saralees Nadarajah
Publication date: 1 September 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.012
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Orthogonality properties of the Hermite and related polynomials
- Comments on monomiality, ordinary polynomials and associated bi-orthogonal functions
- A simple expression for the multivariate Hermite polynomials
- Normal moments and Hermite polynomials
- Expressions for the normal distribution and repeated normal integrals
- Some properties of the bivariate normal distribution considered in the form of a contingency table
- Gaussian Hilbert Spaces