From moments of sum to moments of product-Reference-Cited by-同舟云学术

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From moments of sum to moments of product

Published:2008-03 Issue:3 Volume:99 Page:542-554
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Kan Raymond

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference23 articles.

1. The Statistical Analysis of Time Series;Anderson,1971

2. Moments of elliptically distributed random variates;Berkane;Statist. Probab. Lett.,1986

3. Multivariate quadratic forms of random vectors;Blacher;J. Multivariate Anal.,2003

4. The expecation of products of quadratic forms in normal variables;Don;Statist. Neerlandica,1979

5. W. Feller, An Introduction to Probability Theory and its Applications, vol. I, third ed., Wiley, New York, 1968.

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