Explicit formulae for product moments of multivariate Gaussian random variables

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dc.contributor.authorSong, Iickhoko
dc.contributor.authorLee, Seungwonko
dc.date.accessioned2015-05-22T02:17:57Z-
dc.date.available2015-05-22T02:17:57Z-
dc.date.created2015-05-20-
dc.date.created2015-05-20-
dc.date.created2015-05-20-
dc.date.issued2015-05-
dc.identifier.citationSTATISTICS & PROBABILITY LETTERS, v.100, pp.27 - 34-
dc.identifier.issn0167-7152-
dc.identifier.urihttp://hdl.handle.net/10203/198553-
dc.description.abstractExplicit formulae for the product moments of multivariate Gaussian random variables are derived. The formulae we have discovered are more compact than other well-known ones and allow us to instantly evaluate any term of the product moments.-
dc.languageEnglish-
dc.publisherELSEVIER SCIENCE BV-
dc.titleExplicit formulae for product moments of multivariate Gaussian random variables-
dc.typeArticle-
dc.identifier.wosid000353002800004-
dc.identifier.scopusid2-s2.0-84923178221-
dc.type.rimsART-
dc.citation.volume100-
dc.citation.beginningpage27-
dc.citation.endingpage34-
dc.citation.publicationnameSTATISTICS & PROBABILITY LETTERS-
dc.identifier.doi10.1016/j.spl.2015.01.030-
dc.contributor.localauthorSong, Iickho-
dc.description.isOpenAccessN-
dc.type.journalArticleArticle-
dc.subject.keywordAuthorJointly Gaussian random variables-
dc.subject.keywordAuthorGaussian random vector-
dc.subject.keywordAuthorJoint moment-
dc.subject.keywordAuthorMultivariate Gaussian random variables-
dc.subject.keywordAuthorProduct moment-
dc.subject.keywordPlusHERMITE-POLYNOMIALS-
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