Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
From MaRDI portal
Publication:57679
DOI10.1017/S0266466613000364zbMATH Open1314.60057MaRDI QIDQ57679FDOQ57679
Authors: Grant Hillier, Raymond Kan, Xiaolu Wang 
Publication date: 17 October 2013
Published in: Econometric Theory (Search for Journal in Brave)
Recommendations
- COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
- Recurrence relations for noncentral density, distribution functions and inverse moments
- On the moments of ratios of quadratic forms in normal random variables
- Recurrence formula for expectations of products of quadratic forms
- EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS
Cites Work
- On the expectation of a ratio of quadratic forms in normal variables
- Moments of the ratio of two dependent quadratic forms
- Expectation of quadratic forms in normal and nonnormal variables with applications
- From moments of sum to moments of product
- Generatingfunctionology
- COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
- The Exact Distribution of the Wald Statistic
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
- EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS
- The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables
- Linear Combinations of Non-Central Chi-Square Variates
- Finite-Sample Properties of the k-Class Estimators
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Asymptotic expansions for the mean and variance of the serial correlation coefficient
- Moments of the Ratio of the Mean Square Successive Difference to the Mean Square Difference in Samples From a Normal Universe
- Zonal polynomials of the real positive definite symmetric matrices
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
Cited In (4)
- Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices
- qfratio
- On the moments of ratios of quadratic forms in normal random variables
- Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method
This page was built for publication: Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q57679)
