The moments of products of quadratic forms in normal variables*
- 1 December 1978
- journal article
- Published by Wiley in Statistica Neerlandica
- Vol. 32 (4) , 201-210
- https://doi.org/10.1111/j.1467-9574.1978.tb01399.x
Abstract
Abstract The expectation of the product of an arbitrary number of quadratic forms in normally distributed variables is derived.Keywords
This publication has 4 references indexed in Scilit:
- The Commutation Matrix: Some Properties and ApplicationsThe Annals of Statistics, 1979
- The Kronecker Matrix Product and Some of its Applications in EconometricsStatistica Neerlandica, 1968
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous EquationsEconometrica, 1959
- Independence of Quadratic Quantities in a Normal SystemHiroshima Mathematical Journal, 1951