A note on the representation of $${E\left({\textit{\textbf {x}}}\otimes {\textit{\textbf {xx}}}\prime}\right) }$$ and $${E\left({\textit{\textbf {xx}}}\prime }\otimes {\textit{\textbf {xx}}}\prime }\right)}$$ for the random vector x

In this paper we consider $${E(x\otimes xx\prime})}$$ and $${E(xx\prime }\otimes xx\prime})}$$ for a random vector x where x sub( )ihas 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�...

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Germany), 2012-08, Vol.53 (3), p.697-701
Main Author: Lyhagen, Johan
Format: Article
Language:English
Subjects:
Mathematical analysis
Online Access:Get full text
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Summary:In this paper we consider $${E(x\otimes xx\prime})}$$ and $${E(xx\prime }\otimes xx\prime})}$$ for a random vector x where x sub( )ihas 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.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-011-0373-6