On the Moments of Ratios of Quadratic Forms in Normal Random Variables

In this paper, we present both integral and infinite series expressions of mixed moments of two quadratic forms in normal random variables. We also present efficient numerical methods for computing the mixed moments under each approach

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Year of publication:	2016
Authors:	Bao, Yong
Other Persons:	Kan, Raymond (contributor)
Publisher:	[2016]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (31 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Multivariate Analysis, 117, 229-245, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 26, 2012 erstellt
Other identifiers:	10.2139/ssrn.2001129 [DOI]
Classification:	C10 - Econometric and Statistical Methods: General. General ; C63 - Computational Techniques
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013008307