A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing
Year of publication: |
[2022] ; This version: December 2021
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Authors: | Hillier, Grant H. ; O'Brien, Raymond J. |
Publisher: |
[London] : Cemmap, Centre for Microdata Methuods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL |
Subject: | Statistische Verteilung | Statistical distribution | Iteratives Verfahren | Approximation method | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
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Series: | CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. CWP22, 02 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.47004/wp.cem.2022.0222 [DOI] hdl:10419/260383 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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