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

DOI10.1016/j.jmva.2013.03.002zbMath1283.60019OpenAlexW3124785140MaRDI QIDQ57675

Raymond Kan, Yong Bao, 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

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

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