On moments of ratios of quadratic forms in normal variables (Q1103298): Difference between revisions

Exact expressions for moments of ratios of quadratic forms in normal variables are considered. The emphasis is on their relationship with inverse moments of such quadratic forms. Multivariate extension of work of \textit{N. Cressie} and \textit{M. Borkent}, J. Stat. Plann. Inference 13, 337-344 (1986; Zbl 0592.60009), is briefly explored.

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zbMATH Keywords

moment-generating-function

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product moments

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Exact expressions

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moments of ratios of quadratic forms in normal variables

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inverse moments

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0167-7152(87)90086-1

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cites work

Minimax estimators of the mean of a multivariate normal distribution

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A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions

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Lauricella's hypergeometric function \(F_ D\)

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Q4175520

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The moment generating function has its moments

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The Moment-Generating Function and Negative Integer Moments

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Q3723539

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Moments of a ratio of two positive quadratic forms in normal variables

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Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1

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On the Distribution of Linear Combinations of Non-central Chi-Squares

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Q3761532

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Q5615180

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A MOMENT IDENTITY

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Inverse factorial moments

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The exact moments of the least squares estimator for the autoregressive model

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Q4130201

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Identifiers

zbMATH Open document ID

0645.62054

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DOI

10.1016/0167-7152(87)90086-1

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1103298

@@ Property / cites work @@
+Minimax estimators of the mean of a multivariate normal distribution
+Normal rank
@@ Property / cites work @@
+A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
+Normal rank
@@ Property / cites work @@
+Lauricella's hypergeometric function \(F_ D\)
@@ Property / cites work: Lauricella's hypergeometric function \(F_ D\) / rank @@
+Normal rank
@@ Property / cites work @@
+Q4175520
@@ Property / cites work: Q4175520 / rank @@
+Normal rank
@@ Property / cites work @@
+The moment generating function has its moments
@@ Property / cites work: The moment generating function has its moments / rank @@
+Normal rank
@@ Property / cites work @@
+The Moment-Generating Function and Negative Integer Moments
+Normal rank
@@ Property / cites work @@
+Q3723539
@@ Property / cites work: Q3723539 / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of a ratio of two positive quadratic forms in normal variables
+Normal rank
@@ Property / cites work @@
+Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
+Normal rank
@@ Property / cites work @@
+On the Distribution of Linear Combinations of Non-central Chi-Squares
+Normal rank
@@ Property / cites work @@
+Q3761532
@@ Property / cites work: Q3761532 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5615180
@@ Property / cites work: Q5615180 / rank @@
+Normal rank
@@ Property / cites work @@
+A MOMENT IDENTITY
@@ Property / cites work: A MOMENT IDENTITY / rank @@
+Normal rank
@@ Property / cites work @@
+Inverse factorial moments
@@ Property / cites work: Inverse factorial moments / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727201
@@ Property / cites work: Q4727201 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3917337
@@ Property / cites work: Q3917337 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3864730
@@ Property / cites work: Q3864730 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5766425
@@ Property / cites work: Q5766425 / rank @@
+Normal rank
@@ Property / cites work @@
+The exact moments of the least squares estimator for the autoregressive model
+Normal rank
@@ Property / cites work @@
+Q4130201
@@ Property / cites work: Q4130201 / rank @@
+Normal rank