Expectation of quadratic forms in normal and nonnormal variables with applications
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Publication:2266889
DOI10.1016/j.jspi.2009.11.002zbMath1181.62075MaRDI QIDQ2266889
Publication date: 26 February 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.11.002
62H10: Multivariate distribution of statistics
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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