The moments of products of quadratic forms in normal variables
From MaRDI portal
Publication:4192815
DOI10.1111/j.1467-9574.1978.tb01399.xzbMath0406.62031OpenAlexW1971800148MaRDI QIDQ4192815
Publication date: 1978
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/ws/files/649592/JM09____.PDF
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Exact distribution theory in statistics (62E15)
Related Items (36)
Finite sample properties of maximum likelihood estimator in spatial models ⋮ Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables ⋮ Testing slope homogeneity in large panels ⋮ Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements ⋮ Bayes factor asymptotics for variable selection in the Gaussian process framework ⋮ Mean vector testing for high-dimensional dependent observations ⋮ A general formula for the central mixed moments of the multivariate normal distribution ⋮ On the distribution of the sample autocorrelation coefficients ⋮ Testing for poolability of the space-time autoregressive moving-average model ⋮ Recurrence formula for expectations of products of quadratic forms ⋮ Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method ⋮ Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms ⋮ On the Spectrum of Sample Covariance Matrices for Time Series ⋮ Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process ⋮ Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models ⋮ Normalizing transformation of Dempster type statistic in high-dimensional settings ⋮ Analysis of surrogate-assisted information-geometric optimization algorithms ⋮ Kronecker product permutation matrices and their application to moment matrices of the normal distribution ⋮ On Bayes and Nash experimental designs for hypothesis testing problems ⋮ The second-order bias and mean squared error of estimators in time-series models ⋮ Bartlett corrections in cointegration testing ⋮ Expectations of products of quadratic forms in normal variables ⋮ COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS ⋮ Moments for matrix normal variables ⋮ From moments of sum to moments of product ⋮ Expectation of quadratic forms in normal and nonnormal variables with applications ⋮ Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems ⋮ Unified Bayesian theory of sparse linear regression with nuisance parameters ⋮ Tests for high-dimensional covariance matrices using the theory ofU-statistics ⋮ A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS ⋮ Asymptotic distribution of the discriminant function ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey ⋮ Robust Testing for Skewness ⋮ Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices ⋮ A Method for Computing Moments of Quadratic Forms Involving Wrapped Random Variables ⋮ Variance inequalities for quadratic forms with applications
Cites Work
This page was built for publication: The moments of products of quadratic forms in normal variables
