A general formula for the central mixed moments of the multivariate normal distribution

DOI10.1080/02331888608801937zbMath0588.62072OpenAlexW1994726159MaRDI QIDQ3716067

Volker Guiard

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801937

zbMATH Keywords

multivariate normal distributioncentral mixed moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Exact distribution theory in statistics (62E15) Distribution theory (60E99)

Related Items (4)

Moments of Special Normally Distributed Matrices ⋮ Moments for matrix normal variables ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey ⋮ Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices

Cites Work

• The commutation matrix: Some properties and applications
• The moments of products of quadratic forms in normal variables
• The Kronecker Matrix Product and Some of its Applications in Econometrics

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