Explicit formulae for product moments of multivariate Gaussian random variables
Author:
Funder
National Research Foundation of Korea
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference18 articles.
1. The Gamma Function;Artin,1964
2. Useful formula for moment computation of normal random variables with nonzero means;Bär;IEEE Trans. Automatic Control,1971
3. Moments of Gaussian processes in terms of generalized multidimensional Hermite polynomials;Bedard;IEEE Trans. Inform. Theory,1969
4. Moments of elliptically distributed random variables;Berkane;Statist. Probab. Lett.,1986
5. Multivariate quadratic forms of random vectors;Blacher;J. Multivariate Anal.,2003
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