On the expectation of a ratio of quadratic forms in normal variables

DOI10.1016/0047-259X(89)90065-1zbMath0686.62036OpenAlexW1987937845MaRDI QIDQ1262655

Murray D. Smith

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90065-1

zbMATH Keywords

generalized hypergeometric functionHaar measurezonal polynomialstime-series modelsexpectation of a ratio of quadratic forms in normal variablesInfinite seriesinvariant polynomials of matrix argumentmultiple ratios of quadratic forms in normal variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (12)

Moments of the ratio of quadratic forms in non-normal variables with econometric examples ⋮ Finite sample properties of maximum likelihood estimator in spatial models ⋮ On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model ⋮ The coefficient of determination and its adjusted version in linear regression models ⋮ Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices ⋮ Comparing approximations to the expectation of a ratio of quadratic forms in normal variables ⋮ COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS ⋮ Computing moments of ratios of quadratic forms in normal variables ⋮ On the moments of ratios of quadratic forms in normal random variables ⋮ GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS ⋮ Unnamed Item ⋮ Identities for negative moments of quadratic forms in normal variables

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