On the moments of ratios of quadratic forms in normal random variables
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Publication:57675
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
Recommendations
Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)
Cites Work
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- Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
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Cited In (20)
- Computing moments of ratios of quadratic forms in normal variables
- An algebraic formalism for computing the moments of distributions of quadratic forms
- On moments of ratios of quadratic forms in normal variables
- Designing experiments toward shrinkage estimation
- Expectations of products of random quadratic forms
- Gaussian integrals involving absolute value functions
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- A scalarization technique for computing the power and exponential moments of Gaussian random matrices
- Identities for negative moments of quadratic forms in normal variables
- EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS
- Moments of the ratio of quadratic forms in non-normal variables with econometric examples
- qfratio
- CONVERGENT SERIES EXPRESSIONS FOR INVERSE MOMENTS OF QUADRATIC FORMS IN NORMAL VARIABLES
- EXPRESSIONS FOR INVERSE MOMENTS OF POSITIVE QUADRATIC FORMS IN NORMAL VARIABLES
- On the expectation of a ratio of quadratic forms in normal variables
- Prediction for computer experiments with both quantitative and qualitative factors
- Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods
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