Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146630 | Journal of Multivariate Analysis | 2010 | 6 Pages |
Abstract
Mehler gave an expansion for the standard bivariate normal density. Kibble extended it to a multivariate normal density whose covariance is a correlation matrix. We give extensions of these expansions for general covariances.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Christopher S. Withers, Saralees Nadarajah,