Explicit expressions for joint moments of $n$-dimensional elliptical distributions

Baishuai Zuo, Chuancun Yin, Narayanaswamy Balakrishnan

Inspired by Stein's lemma, we derive two expressions for the joint moments of elliptical distributions. We use two different methods to derive $E[X_1^{2}f(\mathbf{X})]$ for any m…