On Moments of Quadratic Forms in Non-spherically Distributed Variables
نویسندگان
چکیده
We derive the expectations of the matrices xx'" C3 xx' and xx'" C3 xx"' C3 xx.", where C3 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.
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