COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS

DOI10.1017/S0266466608090075zbMath1277.60037MaRDI QIDQ3551021

Raymond Kan, Xiaolu Wang, Grant Hillier

Publication date: 8 April 2010

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Characteristic functions; other transforms (60E10)

Related Items (6)

Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices ⋮ On the moments of ratios of quadratic forms in normal random variables ⋮ GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS ⋮ FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS ⋮ DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA

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