scientific article; zbMATH DE number 3930026

MaRDI QIDQ3703014zbMATH OpenFDO

Authors John Knight

Publication date 1985

zbMATH Keywords

characteristic functionslinear and quadratic forms in non-normal variablesmoments of quadratic forms

Mathematics Subject Classification ID

Distribution theory (60E99) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• On the joint distribution of a quadratic and a linear form in normal variables
• On the joint distribution of a linear and a quadratic form in skew normal variables
• scientific article; zbMATH DE number 5994592
• The Distribution of Quadratic Forms in Non-Central Normal Random Variables
• On the independence of linear and quadratic forms in normal variates
• Characteristic functions of polynomial-normal distributions
• The exact distribution function of the ratio of two quadratic forms in noncentral normal variables

Cited in

(8)

• Linear/nonlinear forms and the normal law: Characterization by high order correlations
• The exact moments of OLS in dynamic regression models with non-normal errors
• A linear-quadratic distributional identity
• An alternative proof for the derivation of the joint distribution of a set of linear functions of correlated normal random variables
• Theoretical decompositions of the cross-sectional dispersion of stock returns
• Joint confidence region estimation of L-moment ratios with an extension to right censored data
• Direct density estimation of \(L\)-estimates via characteristic functions with applications
• A note on mean testing for high dimensional multivariate data under non-normality

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3703014)