Computing moments of ratios of quadratic forms in normal variables
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Publication:951871
DOI10.1016/S0167-9473(02)00213-XzbMath1429.62030MaRDI QIDQ951871
Publication date: 4 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (6)
Second special issue on computational econometrics ⋮ Evaluating the density of ratios of noncentral quadratic forms in normal variables ⋮ Efficient improved estimation of the parameters in two seemingly unrelated regression models ⋮ Identities for negative moments of quadratic forms in normal variables ⋮ Bias-adjusted estimation in the ARX(1) model ⋮ A New Exponential GOF Test for Data Subject to Multiply Type II Censoring
Uses Software
Cites Work
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