2 votes

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{\...
dherrera's user avatar
  • 1,178
2 votes

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 ...
forveg's user avatar
  • 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 ...
Peter Flom's user avatar
  • 110k

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