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Moments of Ratios of Quadratic Forms Using Recursion | Moments and Distributions of Ratios of Quadratic Forms Using Recursion | ||||||||||||||
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Property / last update: 2 April 2023 / rank | |||||||||||||||
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Property / author: Junya Watanabe / rank | |||||||||||||||
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Property / maintained by: Junya Watanabe / rank | |||||||||||||||
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Property / copyright license: GNU General Public License / rank | |||||||||||||||
Property / copyright license: GNU General Public License / qualifier | |||||||||||||||
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Property / cites work: On the moments of ratios of quadratic forms in normal random variables / rank | |||||||||||||||
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Property / cites work: GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS / rank | |||||||||||||||
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Property / cites work: Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing G matrices / rank | |||||||||||||||
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publication date: 2 October 2023
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publication date: 9 February 2024
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Property / maintained by: Junya Watanabe / rank | |||||||||||||||
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9 February 2024
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Evaluates moments of ratios (and products) of quadratic forms in normal variables, specifically using recursive algorithms developed by Bao and Kan (2013) <doi:10.1016/j.jmva.2013.03.002> and Hillier et al. (2014) <doi:10.1017/S0266466613000364>. Also provides distribution, quantile, and probability density functions of simple ratios of quadratic forms in normal variables with several algorithms. Originally developed as a supplement to Watanabe (2023) <doi:10.1007/s00285-023-01930-8> for evaluating average evolvability measures in evolutionary quantitative genetics, but can be used for a broader class of statistics. Generating functions for these moments are also closely related to the top-order zonal and invariant polynomials of matrix arguments. | |||||||||||||||
Property / description: Evaluates moments of ratios (and products) of quadratic forms in normal variables, specifically using recursive algorithms developed by Bao and Kan (2013) <doi:10.1016/j.jmva.2013.03.002> and Hillier et al. (2014) <doi:10.1017/S0266466613000364>. Also provides distribution, quantile, and probability density functions of simple ratios of quadratic forms in normal variables with several algorithms. Originally developed as a supplement to Watanabe (2023) <doi:10.1007/s00285-023-01930-8> for evaluating average evolvability measures in evolutionary quantitative genetics, but can be used for a broader class of statistics. Generating functions for these moments are also closely related to the top-order zonal and invariant polynomials of matrix arguments. / rank | |||||||||||||||
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Property / author | |||||||||||||||
Property / author: Junya Watanabe / rank | |||||||||||||||
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Property / copyright license: GNU General Public License / rank | |||||||||||||||
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Property / copyright license: GNU General Public License / qualifier | |||||||||||||||
edition/version: ≥ 3 (English) | |||||||||||||||
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Property / cites work: On the moments of ratios of quadratic forms in normal random variables / rank | |||||||||||||||
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Property / cites work | |||||||||||||||
Property / cites work: GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS / rank | |||||||||||||||
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Property / cites work: Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing $$\textbf{G}$$ matrices / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 18:55, 12 March 2024
Moments and Distributions of Ratios of Quadratic Forms Using Recursion
Language | Label | Description | Also known as |
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English | qfratio |
Moments and Distributions of Ratios of Quadratic Forms Using Recursion |
Statements
9 February 2024
0 references
Evaluates moments of ratios (and products) of quadratic forms in normal variables, specifically using recursive algorithms developed by Bao and Kan (2013) <doi:10.1016/j.jmva.2013.03.002> and Hillier et al. (2014) <doi:10.1017/S0266466613000364>. Also provides distribution, quantile, and probability density functions of simple ratios of quadratic forms in normal variables with several algorithms. Originally developed as a supplement to Watanabe (2023) <doi:10.1007/s00285-023-01930-8> for evaluating average evolvability measures in evolutionary quantitative genetics, but can be used for a broader class of statistics. Generating functions for these moments are also closely related to the top-order zonal and invariant polynomials of matrix arguments.
0 references