Moments of the ratio of two dependent quadratic forms
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Publication:1332736
DOI10.1016/0167-7152(94)90019-1zbMath0799.62058MaRDI QIDQ1332736
Publication date: 5 September 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90019-1
multivariate normal; linear regression model; Durbin-Watson statistic; exact four moments; ratio of two dependent quadratic forms
62H10: Multivariate distribution of statistics
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