Moments of the ratio of two dependent quadratic forms

DOI10.1016/0167-7152(94)90019-1zbMATH Open0799.62058OpenAlexW2060258030MaRDI QIDQ1332736FDOQ1332736

Ghazal A. Ghazal

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

Recommendations

• Exact moments of ratios of quadratic forms
• Moments of ratios of quadratic forms
• On moments of ratios of quadratic forms in normal variables
• Publication:5748756
• scientific article; zbMATH DE number 575636

zbMATH Keywords

linear regression modelmultivariate normalDurbin-Watson statisticexact four momentsratio of two dependent quadratic forms

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• Finite-Sample Properties of the k-Class Estimators
• Title not available (Why is that?)
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Title not available (Why is that?)
• Idempotent Matrices and Quadratic Forms in the General Linear Hypothesis

Cited In (11)

• Computing moments of ratios of quadratic forms in normal variables
• Title not available (Why is that?)
• Exact moments of ratios of quadratic forms
• Title not available (Why is that?)
• Moments of ratios of quadratic forms
• Recurrence formula for expectations of products of quadratic forms
• On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively
• On second-order and fourth-order moments of jointly distributed random matrices: A survey
• On skewness and kurtosis of econometric estimators
• Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
• An approximation to the distribution of the ratio of two general quadratic forms with application

This page was built for publication: Moments of the ratio of two dependent quadratic forms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1332736)