Explicit forms for three integrals in Wand et al.

Abstract

We derive explicit forms for the three integrals used in Kim and Wand [{\it Electron. J. Statist.} {\bf 10} (2016), 550--581] and Wand, Ormerody, Padoan, Fr\"uhwirth [{\it Bayesian Anal.} {\bf 6} (2011), 847--900]. The explicit forms involve known special functions for which in-built routines are available.