Moments of the complex multivariate normal distribution

We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its non-null moments.

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Published inarXiv.org
Main Authors Fassino, C, Pistone, G, Rogantin, M P
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 14.02.2018
Subjects
Covariance matrix
Multivariate analysis
Normal distribution
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Abstract We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its non-null moments.
AbstractList We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its non-null moments.
Author Pistone, G
Rogantin, M P
Fassino, C
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Snippet We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms...
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Multivariate analysis
Normal distribution
Title Moments of the complex multivariate normal distribution
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