New Methods for Multivariate Normal Moments
Multivariate normal moments are foundational for statistical methods. The derivation and simplification of these moments are critical for the accuracy of various statistical estimates and analyses. Normal moments are the building blocks of the Hermite polynomials, which in turn are the building bloc...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/8/2/46 |
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