Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors

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)

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

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

• Asymptotic expansions for the mean and variance of the serial correlation coefficient
• COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
• Distribution of a Definite Quadratic Form for Non-Central Normal Variates
• EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS
• Expectation of quadratic forms in normal and nonnormal variables with applications
• Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
• Finite-Sample Properties of the k-Class Estimators
• From moments of sum to moments of product
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
• Generatingfunctionology
• Linear Combinations of Non-Central Chi-Square Variates
• Moments of the Ratio of the Mean Square Successive Difference to the Mean Square Difference in Samples From a Normal Universe
• Moments of the ratio of two dependent quadratic forms
• 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 Exact Distribution of the Wald Statistic
• Zonal polynomials of the real positive definite symmetric matrices

Cited in

(4)

• On the moments of ratios of quadratic forms in normal random variables
• Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices
• Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method
• qfratio

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