A generalized Isserlis theorem for location mixtures of Gaussian random vectors

DOI10.1016/j.spl.2011.09.008zbMath1241.60011arXiv1107.2309OpenAlexW2093474095MaRDI QIDQ654472

Christophe Vignat

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2309

zbMATH Keywords

generalized hyperbolic distributionIsserlis theoremnormal-variance mixture

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (7)

Tempered fractional Brownian motion: wavelet estimation, modeling and testing ⋮ Deviance information criterion for latent variable models and misspecified models ⋮ Multivariate Hadamard self-similarity: testing fractal connectivity ⋮ Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation ⋮ Functional delta residuals and applications to simultaneous confidence bands of moment based statistics ⋮ Higher order moments dynamics for some multimode quantum master equations ⋮ CONSENSUS-LIKE ALGORITHMS FOR ESTIMATION OF GAUSSIAN MIXTURES OVER LARGE SCALE NETWORKS

Cites Work

• Unnamed Item
• A general Isserlis theorem for mixed-Gaussian random variables
• On the Wick theorem for mixtures of centered Gaussian distributions
• An extension of Wick's theorem
• From moments of sum to moments of product
• The moments of the multivariate normal

This page was built for publication: A generalized Isserlis theorem for location mixtures of Gaussian random vectors