Moments of ratios of quadratic forms

DOI10.1016/S0167-7152(97)00155-7MaRDI QIDQ1130341zbMATH OpenFDO

Authors D. G. Kabe, Arjun K. Gupta

Publication date 20 August 1998

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

Full work available at URL https://doi.org/10.1016/S0167-7152(97)00155-7

zbMATH Keywords

momentsnormal distributionratiosserial correlationspecial functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Exact moments of ratios of quadratic forms
• Moments of the ratio of two dependent quadratic forms
• scientific article; zbMATH DE number 575636
• On moments of ratios of quadratic forms in normal variables
• The Distribution of the Ratio of Two Quadratic Forms
• A note on moment inequality for quadratic forms

Cites work

• EXPRESSIONS FOR INVERSE MOMENTS OF POSITIVE QUADRATIC FORMS IN NORMAL VARIABLES
• scientific article; zbMATH DE number 3527042 (Why is no real title available?)
• On moments of ratios of quadratic forms in normal variables
• The non-central Wishart distribution

Cited in

(10)

• On moments of ratios of quadratic forms in normal variables
• Exact moments of ratios of quadratic forms
• Moments of the ratio of two dependent quadratic forms
• Moments on quadratic binomial products
• Distribution of random quadratic forms arising in singular-spectrum analysis
• An easy way to calculate the moments of sample correlation coefficients
• scientific article; zbMATH DE number 575636 (Why is no real title available?)
• The exact distribution function of the ratio of two dependent quadratic forms
• Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices
• Computing moments of ratios of quadratic forms in normal variables

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