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A note on the representation of E (x⊗xx') and E (xx'⊗xx') for the random vector x
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2012 (English)In: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 53, no 3, 697-701 p.Article in journal (Refereed) Published
Abstract [en]

In this paper we consider E(x⊗xx') and E( xx'⊗xx') for a random vector x where x_i has existing moments up to the fourth order and where the higher moments may depend on i. This extends previous results which assumed a common higher moment and E(xx')=I.

Place, publisher, year, edition, pages
2012. Vol. 53, no 3, 697-701 p.
Keyword [en]
Multivariate analysis, Third and fourth moment, Non-normality
National Category
Probability Theory and Statistics
Research subject
URN: urn:nbn:se:uu:diva-145478DOI: 10.1007/s00362-011-0373-6ISI: 000306552900012OAI: oai:DiVA.org:uu-145478DiVA: diva2:396253
Available from: 2011-02-09 Created: 2011-02-09 Last updated: 2013-08-15Bibliographically approved

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Lyhagen, Johan
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