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A quadratic form is a homogeneous polynomial of order two.

12 votes
3 answers
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Covariance of a linear and quadratic form of a multivariate normal

Does anyone know of an explicit matrix expression for the covariance of a linear and quadratic form? That is, $\mathrm{Cov}[\mathbf{a' y},\mathbf{y' Hy}]$ where $\mathbf{y}\sim \mathcal N(\boldsymbol …
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