2
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Covariance of a linear and quadratic form of a multivariate normal
The covariance between a linear and a quadratic form of a multivariate normal vector is given in Mathai and Provost, page 74, Theorem 3.2d.2.
Let $\mathbf{y} \in \mathbb{R}^p \sim \mathcal{N}(\mathbf{\...
- 1,178
2
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Please can someone explain the notation of this multivariate Taylor expansion?
Because this is how Taylor expansion for a function of several variables looks like. For an overview you may consult respective wikipedia page or any of the numerous lecture notes available online. It ...
- 51
1
vote
Regress residuals in second regression
@Robson wrote a comment that can serve as at least the start of an answer, especially with the note from Florian. To quote Robson:
"In analysing multivariable datasets it is common that in ...
- 110k
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