IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-030-52063-2_4.html
   My bibliography  Save this book chapter

Moments of a Random Vector and of Linear and Quadratic Forms in a Random Vector

In: Linear Model Theory

Author

Listed:
  • Dale L. Zimmerman

    (University of Iowa, Department of Statistics and Actuarial Science)

Abstract

A considerable body of theory on point estimation of the parameters of linear models can be obtained using only some results pertaining to the first few moments of a random vector and of certain functions of that vector; it is not necessary to specify the random vector’s probability distribution. This chapter presents these moment results. In the first section, moments up to fourth order (mean vector, variance–covariance matrix, skewness matrix, and kurtosis matrix) are defined. In the second section, moments (up to second order) of linear and quadratic forms in a random vector are derived in terms of the moments (up to fourth order) of the random vector.

Suggested Citation

  • Dale L. Zimmerman, 2020. "Moments of a Random Vector and of Linear and Quadratic Forms in a Random Vector," Springer Books, in: Linear Model Theory, chapter 4, pages 57-68, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-52063-2_4
    DOI: 10.1007/978-3-030-52063-2_4
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-030-52063-2_4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.