The expectation of products of quadratic forms in normal variables: the practice

DOI10.1111/j.1467-9574.1979.tb00668.xzbMath0412.60024OpenAlexW2035702014MaRDI QIDQ4200933

Jan R. Magnus

Publication date: 1979

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1979.tb00668.x

zbMATH Keywords

expectation of products of quadratic forms in normal variables

Mathematics Subject Classification ID

Statistical tables (62Q05) Distribution theory (60E99) Statistical distribution theory (62E99)

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Finite sample properties of maximum likelihood estimator in spatial models ⋮ Testing slope homogeneity in large panels ⋮ On the distribution of the sample autocorrelation coefficients ⋮ Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms ⋮ The second-order bias and mean squared error of estimators in time-series models ⋮ Expectations of products of quadratic forms in normal variables ⋮ From moments of sum to moments of product ⋮ Expectation of quadratic forms in normal and nonnormal variables with applications ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey ⋮ 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 ⋮ Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density

Cites Work

• The Expectation of Products of Quadratic Forms in Normal Variables

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