Moments of the ratio of two dependent quadratic forms

DOI10.1016/0167-7152(94)90019-1zbMath0799.62058OpenAlexW2060258030MaRDI QIDQ1332736

Ghazal A. Ghazal

Publication date: 5 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90019-1

zbMATH Keywords

multivariate normallinear regression modelDurbin-Watson statisticexact four momentsratio of two dependent quadratic forms

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (5)

On skewness and kurtosis of econometric estimators ⋮ Recurrence formula for expectations of products of quadratic forms ⋮ Computing moments of ratios of quadratic forms in normal variables ⋮ GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey

Cites Work

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• Idempotent Matrices and Quadratic Forms in the General Linear Hypothesis
• Finite-Sample Properties of the k-Class Estimators
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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