Moments of the ratio of quadratic forms in non-normal variables with econometric examples

DOI10.1016/0304-4076(94)90019-1zbMath0796.62109MaRDI QIDQ1329127

Aman Ullah, Virendra K. Srivastava

Publication date: 29 June 1994

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90019-1

zbMATH Keywords

estimators; test statistics; higher-order approximate moments; normal case; ratio of quadratic forms in the non- normal vector

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62P20: Applications of statistics to economics

62E17: Approximations to statistical distributions (nonasymptotic)

Related Items

Moments of regression F-statistics under non-normality, Moments of regression F-statistics under non-normality, The coefficient of determination and its adjusted version in linear regression models, Comparing approximations to the expectation of a ratio of quadratic forms in normal variables, ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS, Computing moments of ratios of quadratic forms in normal variables, Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence., Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models, FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION

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