denotes a Kronecker product. From this, second and third moments of quadratic forms are obtained. The moments are derived under the following assumption on the product moments of the elements X, of x: For any non-negative integers a,,..., ah with C a, 1 6, E[XE1X2... X z] is i) finite; ii) zero, if any a; is odd; and iii) invariant under permutations of the indices. AMS 1985 subject classification: 62 H99 Key words: Random matrices, quadratic forms
In this paper, we consider the matrix which transforms a Kronecker product of vectors into the avera...
Moments of multivariate and matrix-variate distributions are obtained for both complex and real case...
AbstractIn this paper first a characterization of the multivariate skew normal distribution is given...
We obtain simple and generally applicable conditions for the existence of mixed moments E ([ X′ AX ]...
We provide an identity that relates the moment of a product of random variables to the moments of di...
AbstractThe study is concerned with second-order and fourth-order moments of jointly distributed ran...
AbstractThis paper provides computable representations for the evaluation of the probability content...
Motivated by recent results in random matrix theory we will study the distributions arising from pro...
AbstractWe provide an identity that relates the moment of a product of random variables to the momen...
Götze F, Tikhomirov AN. Asymptotic distribution of quadratic forms. ANNALS OF PROBABILITY. 1999;27(2...
This thesis is divided into two related parts: (I) Moments. For a multivariate elliptically contoure...
Götze F, Tikhomirov A. Asymptotic distribution of quadratic forms and applications. JOURNAL OF THEOR...
In 2007, Domínguez-Molina et al. obtained the moment generating function (mgf) of the matrix variate...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
In this paper, we consider the matrix which transforms a Kronecker product of vectors into the avera...
In this paper, we consider the matrix which transforms a Kronecker product of vectors into the avera...
Moments of multivariate and matrix-variate distributions are obtained for both complex and real case...
AbstractIn this paper first a characterization of the multivariate skew normal distribution is given...
We obtain simple and generally applicable conditions for the existence of mixed moments E ([ X′ AX ]...
We provide an identity that relates the moment of a product of random variables to the moments of di...
AbstractThe study is concerned with second-order and fourth-order moments of jointly distributed ran...
AbstractThis paper provides computable representations for the evaluation of the probability content...
Motivated by recent results in random matrix theory we will study the distributions arising from pro...
AbstractWe provide an identity that relates the moment of a product of random variables to the momen...
Götze F, Tikhomirov AN. Asymptotic distribution of quadratic forms. ANNALS OF PROBABILITY. 1999;27(2...
This thesis is divided into two related parts: (I) Moments. For a multivariate elliptically contoure...
Götze F, Tikhomirov A. Asymptotic distribution of quadratic forms and applications. JOURNAL OF THEOR...
In 2007, Domínguez-Molina et al. obtained the moment generating function (mgf) of the matrix variate...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
In this paper, we consider the matrix which transforms a Kronecker product of vectors into the avera...
In this paper, we consider the matrix which transforms a Kronecker product of vectors into the avera...
Moments of multivariate and matrix-variate distributions are obtained for both complex and real case...
AbstractIn this paper first a characterization of the multivariate skew normal distribution is given...