A note on the representation of and for the random vector x

作者：Lyhagen Johan^*

来源：Statistical Papers, 2012, 53(3): 697-701.

DOI：10.1007/s00362-011-0373-6

• Multivariate analysis
• Third and fourth moment
• Non-normality

In this paper we consider and 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%26apos;) = I.

• 出版日期2012-8