The basic distributional theory for the product of zero mean correlated normal random variables

DOI10.1111/stan.12267zbMath1528.60017arXiv2106.02897OpenAlexW3172837823MaRDI QIDQ6068049

Robert E. Gaunt

Publication date: 15 December 2023

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

Full work available at URL: https://arxiv.org/abs/2106.02897

zbMATH Keywords

distributional theoryproduct of zero mean correlated normal random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

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