Identities for negative moments of quadratic forms in normal variables

DOI10.1016/j.spl.2008.12.004zbMath1158.62325OpenAlexW2067813435MaRDI QIDQ1012096

Andrew. L. Rukhin

Publication date: 14 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.004

Mathematics Subject Classification ID

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

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Cites Work

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• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
• Computing moments of ratios of quadratic forms in normal variables
• On moments of ratios of quadratic forms in normal variables
• On the expectation of a ratio of quadratic forms in normal variables
• A Laplace approximation to the moments of a ratio of quadratic forms

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