Explicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variables

DOI10.1007/s42952-019-00009-9zbMath1484.62072OpenAlexW3038183219MaRDI QIDQ2131887

Iickho Song, Yun Hee Kim, Seungwon Lee, So Ryoung Park

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-019-00009-9

zbMATH Keywords

nonlinear functionmagnitudeabsolute momentimpulse functionsignum functiontri-variate Gaussian distribution

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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