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Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
Hillier, Grant H.; Kan, Raymond; Wang, Xiaolu - In: Econometric theory 30 (2014) 2, pp. 436-473
Persistent link: https://www.econbiz.de/10010399754
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Computationally efficient recursions for top-order invariant polynomials with applications
Hillier, Grant H.; Kan, Raymond; Wang, Xiaolu - In: Econometric theory 25 (2009) 1, pp. 211-242
Persistent link: https://www.econbiz.de/10003816226
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Properties of the inverse of a noncentral wishart matrix
Hillier, Grant H.; Kan, Raymond - In: Econometric theory 38 (2022) 6, pp. 1092-1116
Persistent link: https://www.econbiz.de/10013539293
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COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
Hillier, Grant; Kan, Raymond; Wang, Xiaolu - In: Econometric theory 25 (2009) 1, pp. 211-242
Persistent link: https://www.econbiz.de/10008163715