On the moments of ratios of quadratic forms in normal random variables

DOI10.1016/J.JMVA.2013.03.002zbMATH Open1283.60019OpenAlexW3124785140MaRDI QIDQ57675FDOQ57675

Authors Raymond Kan, Yong Bao 

Publication date May 2013

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.03.002

zbMATH Keywords

momentsmultivariate normal distributionratios of quadratic forms

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
• Finite-Sample Properties of the k-Class Estimators
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
• Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
• On the expectation of a ratio of quadratic forms in normal variables
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables
• The Moment-Generating Function and Negative Integer Moments
• The Moments of a Doubly Noncentral t-Distribution

Cited in

(22)

• Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
• Computing moments of ratios of quadratic forms in normal variables
• Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices
• On existence of moment of mean reversion estimator in linear diffusion models
• On the expectation of a ratio of quadratic forms in normal variables
• On moments of ratios of quadratic forms in normal variables
• EXPRESSIONS FOR INVERSE MOMENTS OF POSITIVE QUADRATIC FORMS IN NORMAL VARIABLES
• scientific article; zbMATH DE number 4182622 (Why is no real title available?)
• Prediction for computer experiments with both quantitative and qualitative factors
• Designing experiments toward shrinkage estimation
• CONVERGENT SERIES EXPRESSIONS FOR INVERSE MOMENTS OF QUADRATIC FORMS IN NORMAL VARIABLES
• A scalarization technique for computing the power and exponential moments of Gaussian random matrices
• Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods
• Expectations of products of random quadratic forms
• qfratio
• Gaussian integrals involving absolute value functions
• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• scientific article; zbMATH DE number 575636 (Why is no real title available?)
• Identities for negative moments of quadratic forms in normal variables
• A method for computing moments of quadratic forms involving wrapped random variables
• An algebraic formalism for computing the moments of distributions of quadratic forms
• EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS

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