EXPRESSIONS FOR INVERSE MOMENTS OF POSITIVE QUADRATIC FORMS IN NORMAL VARIABLES

DOI10.1111/J.1467-842X.1986.TB00604.XzbMath0616.62070MaRDI QIDQ4725525

M. C. Jones

Publication date: 1986

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

integral representationsinverse momentsmultivariate normalunified approachpositive quadratic formsexact expressionsnormal variablesweighted sums of chi-squaresnon-centralityintegrating the moment-generating-function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

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From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ Moments of ratios of quadratic forms ⋮ Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices ⋮ Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model ⋮ Discussion of: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable? ⋮ Improved minimax estimation of a multivariate normal mean under heteroscedasticity

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