On moments of ratios of quadratic forms in normal variables

DOI10.1016/0167-7152(87)90086-1zbMath0645.62054OpenAlexW1991353463MaRDI QIDQ1103298

M. C. Jones

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90086-1

zbMATH Keywords

product momentsinverse momentsExact expressionsmoment-generating-functionmoments of ratios of quadratic forms in normal variables

Mathematics Subject Classification ID

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

Related Items (10)

From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ Moments of the ratio of quadratic forms in non-normal variables with econometric examples ⋮ Moments of ratios of quadratic forms ⋮ Moments of the function of non-normal random vector with applications to econometric estimators and test statistics¹ ⋮ Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices ⋮ Discussion of: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable? ⋮ Identities for negative moments of quadratic forms in normal variables ⋮ On the expectation of a ratio of quadratic forms in normal variables ⋮ More on the APLE statistic ⋮ A New Exponential GOF Test for Data Subject to Multiply Type II Censoring

Cites Work

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• Inverse factorial moments
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• Minimax estimators of the mean of a multivariate normal distribution
• The exact moments of the least squares estimator for the autoregressive model
• A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
• Lauricella's hypergeometric function \(F_ D\)
• A MOMENT IDENTITY
• The Moment-Generating Function and Negative Integer Moments
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• On the Distribution of Linear Combinations of Non-central Chi-Squares
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