A Laplace approximation to the moments of a ratio of quadratic forms
From MaRDI portal
Publication:4323534
DOI10.1093/biomet/81.4.681zbMath0825.62369OpenAlexW2033642344MaRDI QIDQ4323534
Publication date: 22 February 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/267630/files/monash-182.pdf?subformat=pdfa
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
Related Items (13)
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS ⋮ Testing slope homogeneity in large panels ⋮ Testing slope homogeneity in panel data models with a multifactor error structure ⋮ On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model ⋮ Indirect inference estimation of higher-order spatial autoregressive models ⋮ On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively ⋮ Comparing approximations to the expectation of a ratio of quadratic forms in normal variables ⋮ FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION ⋮ Computing moments of ratios of quadratic forms in normal variables ⋮ Approximate estimation in nonlinear panel data models ⋮ A robust test for network generated dependence ⋮ Identities for negative moments of quadratic forms in normal variables ⋮ Testing Weak Cross-Sectional Dependence in Large Panels
Uses Software
This page was built for publication: A Laplace approximation to the moments of a ratio of quadratic forms
