Pages that link to "Item:Q2266889"

The following pages link to Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889):

Displaying 12 items.

• GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS (Q57679) (← links)
• Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
• Testing covariates in high-dimensional regression (Q743995) (← links)
• Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
• Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) (← links)
• Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
• Bagging-enhanced sampling schedule for functional quadratic regression (Q2074638) (← links)
• Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
• Moments and root-mean-square error of the Bayesian MMSE estimator of classification error in the Gaussian model (Q2629860) (← links)
• Tests for high-dimensional single-index models (Q2681748) (← links)