On moments of quadratic forms in non-spherically distributed variables
Douglas P. Wiens · Statistics · 1992
Summary. We derive the expectations of the matrices xx T ⊗ xx T and xx T ⊗ xx T ⊗ xx T, where ⊗ denotes a Kronecker product. From this, second and third moments of quadratic forms are obtained. The moments are derived under the following assumption on the product moments of the elements X i of x: For any non-negative integers α 1, … , α 6 with , is i) finite; ii) Zero, if any αi is odd; and iii) invariant under permutations of the indices.