EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS

DOI10.1111/j.1467-842X.1993.tb01335.xzbMath0803.62044OpenAlexW2092609745MaRDI QIDQ4310818

Murray D. Smith

Publication date: 5 January 1995

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1993.tb01335.x

zbMATH Keywords

zonal polynomialexpectations of ratios of quadratic forms in normal variablestop-order invariant polynomialstop-order zonal polynomial

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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