The Expectation of Products of Quadratic Forms in Normal Variables

DOI10.1111/j.1467-9574.1979.tb00664.xzbMath0416.62041OpenAlexW2125175944MaRDI QIDQ3206142

F. J. Henk Don

Publication date: 1979

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1979.tb00664.x

zbMATH Keywords

expectationmultivariate normal variablesproducts of quadratic formstraces of matrix products

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Determinants, permanents, traces, other special matrix functions (15A15) Quadratic and bilinear forms, inner products (15A63)

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