A note on the representation of \({E\left({{\mathbf {x}}}\otimes {{\mathbf {xx}}}^{\prime}\right) }\) and \({E\left({{\mathbf {xx}}}^{\prime }\otimes {{\mathbf {xx}}}^{\prime }\right)}\) for the random vector \(\mathbf{x}\)

DOI10.1007/s00362-011-0373-6zbMath1256.62031OpenAlexW2082177554MaRDI QIDQ1926082

Johan Lyhagen

Publication date: 27 December 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-011-0373-6

zbMATH Keywords

multivariate analysisnon-normalitythird and fourth moments

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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