Expectation of quadratic forms in normal and nonnormal variables with applications

DOI10.1016/j.jspi.2009.11.002zbMath1181.62075MaRDI QIDQ2266889

Aman Ullah, Yong Bao

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

zbMATH Keywords

quadratic form; expectation; nonnormality

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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