Computing moments of ratios of quadratic forms in normal variables
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Cites work
- scientific article; zbMATH DE number 3781344 (Why is no real title available?)
- scientific article; zbMATH DE number 54139 (Why is no real title available?)
- scientific article; zbMATH DE number 1221798 (Why is no real title available?)
- scientific article; zbMATH DE number 194921 (Why is no real title available?)
- A Laplace approximation to the moments of a ratio of quadratic forms
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Cited in
(11)- Second special issue on computational econometrics
- THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL
- Bias-adjusted estimation in the ARX(1) model
- EXPRESSIONS FOR INVERSE MOMENTS OF POSITIVE QUADRATIC FORMS IN NORMAL VARIABLES
- Efficient improved estimation of the parameters in two seemingly unrelated regression models
- An approximation to the distribution of the ratio of two general quadratic forms with application
- Moments of the ratio of quadratic forms in non-normal variables with econometric examples
- scientific article; zbMATH DE number 575636 (Why is no real title available?)
- Identities for negative moments of quadratic forms in normal variables
- A new exponential GOF test for data subject to multiply type II censoring
- Evaluating the density of ratios of noncentral quadratic forms in normal variables
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