Suppose now that X has cumulants r , r,s , r,s,t , and that
Question:
Suppose now that X has cumulants κ
r
, κ
r,s
, κ
r,s,t
,… and that the Hermite tensors are based on the normal density with mean λ
r and covariance matrix λ
r,s
.
Show that and so on, where the ηs are defined in Section 5.2.1.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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