A general formula for the central mixed moments of the multivariate normal distribution
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Statistics
- Vol. 17 (2) , 279-289
- https://doi.org/10.1080/02331888608801937
Abstract
Let be n-dimensionally normally distributed with and (i,j,=1,...,n). A formula and procedure is given forKeywords
This publication has 3 references indexed in Scilit:
- The Commutation Matrix: Some Properties and ApplicationsThe Annals of Statistics, 1979
- The moments of products of quadratic forms in normal variables*Statistica Neerlandica, 1978
- The Kronecker Matrix Product and Some of its Applications in EconometricsStatistica Neerlandica, 1968