Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: Background, motivation and examples

MaRDI QIDQ684830zbMATH OpenFDO

Authors Jan R. Magnus, Bahram Pesaran

Publication date 7 October 1993

Published in Computational Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Multivariate distribution of statistics (62H10)

Cited in

(1)

• Computing moments of ratios of quadratic forms in normal variables

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