Pages that link to "Item:Q4192815"
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The following pages link to The moments of products of quadratic forms in normal variables (Q4192815):
Displaying 37 items.
- Variance inequalities for quadratic forms with applications (Q259859) (← links)
- Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms (Q607786) (← links)
- Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices (Q804124) (← links)
- Asymptotic distribution of the discriminant function (Q1054417) (← links)
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution (Q1414610) (← links)
- On second-order and fourth-order moments of jointly distributed random matrices: A survey (Q1595140) (← links)
- Recurrence formula for expectations of products of quadratic forms (Q1916175) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Bartlett corrections in cointegration testing (Q1960594) (← links)
- Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems (Q2019985) (← links)
- Unified Bayesian theory of sparse linear regression with nuisance parameters (Q2044407) (← links)
- Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
- Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method (Q2178210) (← links)
- On Bayes and Nash experimental designs for hypothesis testing problems (Q2209838) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables (Q2364850) (← links)
- Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
- From moments of sum to moments of product (Q2476150) (← links)
- On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
- Robust Testing for Skewness (Q3435997) (← links)
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
- COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS (Q3551021) (← links)
- A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS (Q3652629) (← links)
- A general formula for the central mixed moments of the multivariate normal distribution (Q3716067) (← links)
- Moments for matrix normal variables (Q3821419) (← links)
- On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
- Expectations of products of quadratic forms in normal variables (Q4882955) (← links)
- Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
- Testing for poolability of the space-time autoregressive moving-average model (Q5079100) (← links)
- Tests for high-dimensional covariance matrices using the theory of<i>U</i>-statistics (Q5220895) (← links)
- A Method for Computing Moments of Quadratic Forms Involving Wrapped Random Variables (Q5270420) (← links)
- Normalizing transformation of Dempster type statistic in high-dimensional settings (Q6053901) (← links)
- Analysis of surrogate-assisted information-geometric optimization algorithms (Q6185934) (← links)
- A copula-based set-variant association test for bivariate continuous, binary or mixed phenotypes (Q6636239) (← links)
