Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices

Author:

Merckens Arjen,Wansbeek Tom

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference12 articles.

1. The covariance matrix of a general second degree polynomial under normality assumptions;Browne,1988

2. The expectation of products of quadratic forms in normal variables;Don,1979

3. Guiard, V., A general formula for the central mixed moments of the multivariate normal distribution. Statistics 17, 279-289.

4. The moments of products of quadratic forms in normal variables;Magnus,1978

5. The expectation of products of quadratic forms in normal variables: the practice;Magnus,1979

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