DOI: 10.1016/j.jmva.2007.01.013. From moments of sum to moments of product

From moments of sum to moments of product

10.1016/j.jmva.2007.01.013

Crossref journal-article

Elsevier BV

Journal of Multivariate Analysis (78)

Bibliography

Kan, R. (2008). From moments of sum to moments of product. Journal of Multivariate Analysis, 99(3), 542â554.

Authors 1

Raymond Kan (first)

References 23 Referenced 96

{'key': '10.1016/j.jmva.2007.01.013_bib1', 'series-title': 'The Statistical Analysis of Time Series', 'author': 'Anderson', 'year': '1971'} / The Statistical Analysis of Time Series by Anderson (1971)
10.1016/0167-7152(86)90054-4 / Statist. Probab. Lett. / Moments of elliptically distributed random variates by Berkane (1986)
10.1016/S0047-259X(02)00013-1 / J. Multivariate Anal. / Multivariate quadratic forms of random vectors by Blacher (2003)
10.1111/j.1467-9574.1979.tb00664.x / Statist. Neerlandica / The expecation of products of quadratic forms in normal variables by Don (1979)
W. Feller, An Introduction to Probability Theory and its Applications, vol. I, third ed., Wiley, New York, 1968.
10.1080/07362998808809148 / Stochastic Anal. Appl. / Moments and cumulants of the multivariate normal distribution by Holmquist (1988)
10.1080/07362999608809431 / Stochastic Anal. Appl. / Expectations of products of quadratic forms in normal variables by Holmquist (1996)
10.1093/biomet/12.1-2.134 / Biometrika / On a formula for the product-moment coefficient of any order of a normal frequency distribution in any number of variables by Isserlis (1918)
10.1080/07362998608809100 / Stochastic Anal. Appl. / Higher order moments of random vectors using matrix derivatives by Jinadasa (1986)
M.G. Kendall, A. Stuart, The advanced Theory of Statistics, vol, 1, fourth ed., Charles Griffin and Co., London, 1977.
{'key': '10.1016/j.jmva.2007.01.013_bib11', 'first-page': '359', 'article-title': 'Expectations of products of quadratic forms', 'volume': '35', 'author': 'Kumar', 'year': '1973', 'journal-title': 'Sankhyā Ser. B'} / Sankhyā Ser. B / Expectations of products of quadratic forms by Kumar (1973)
10.1111/j.1467-9574.1978.tb01399.x / Statist. Neerlandica / The moment of products of quadratic forms in normal variables by Magnus (1978)
10.1111/j.1467-9574.1979.tb00668.x / Statist. Neerlandica / The expectation of products of quadratic forms in normal variables: the practice by Magnus (1979)
10.2307/20075629 / Ann. Économ. Statist. / The exact moments of a ratio of quadratic forms in normal variables by Magnus (1986)
10.14490/jjss.33.215 / J. Japan Statist. Soc. / Estimation of moment parameter in elliptical distributions by Maruyama (2003)
{'key': '10.1016/j.jmva.2007.01.013_bib16', 'series-title': 'Quadratic Forms in Random Variables: Theory and Applications', 'author': 'Mathai', 'year': '1992'} / Quadratic Forms in Random Variables: Theory and Applications by Mathai (1992)
{'key': '10.1016/j.jmva.2007.01.013_bib17', 'series-title': 'Combinatorial Algorithms', 'author': 'Nijenhus', 'year': '1978'} / Combinatorial Algorithms by Nijenhus (1978)
10.1214/aoms/1177704580 / Ann. Math. Statist. / Probability content of regions under spherical normal distributions, IV: The distribution of homogeneous and non-homogeneous quadratic functions of normal variables by Ruben (1962)
10.1016/S0047-259X(03)00047-2 / J. Multivariate Anal. / Kronecker product permutation matrices and their application to moment matrices of the normal distribution by Schott (2003)
10.1080/00207390310001595410 / International J. Math. Education Sci. Technol. / A generalization of Leibniz rule for higher derivatives by Thaheem (2003)
10.1080/07362998608809082 / Stochastic Anal. Appl. / Expectations of products of random quadratic forms by Tracy (1986)
10.1080/07362999308809320 / Stochastic Anal. Appl. / Higher order moments of multivariate normal distribution using matrix derivatives by Tracy (1993)
{'key': '10.1016/j.jmva.2007.01.013_bib23', 'first-page': '125', 'article-title': 'On the central moments of the multidimensional Guassian distribution', 'volume': '28', 'author': 'Triantafyllopoulos', 'year': '2003', 'journal-title': 'Math. Scientist'} / Math. Scientist / On the central moments of the multidimensional Guassian distribution by Triantafyllopoulos (2003)

Dates

Type	When
Created	18 years, 6 months ago (Feb. 9, 2007, 2:05 a.m.)
Deposited	6 years, 7 months ago (Jan. 9, 2019, 12:54 a.m.)
Indexed	2 weeks, 2 days ago (Aug. 6, 2025, 8:12 a.m.)
Issued	17 years, 5 months ago (March 1, 2008)
Published	17 years, 5 months ago (March 1, 2008)
Published Print	17 years, 5 months ago (March 1, 2008)

Funders 0

None

BibTeX

@article{Kan_2008, title={From moments of sum to moments of product}, volume={99}, ISSN={0047-259X}, url={http://dx.doi.org/10.1016/j.jmva.2007.01.013}, DOI={10.1016/j.jmva.2007.01.013}, number={3}, journal={Journal of Multivariate Analysis}, publisher={Elsevier BV}, author={Kan, Raymond}, year={2008}, month=mar, pages={542–554} }

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