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Bao, Yong [Author] ; Kan, Raymond [Other]

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

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  • Media type: E-Book
  • Title: On the Moments of Ratios of Quadratic Forms in Normal Random Variables
  • Contributor: Bao, Yong [Author]; Kan, Raymond [Other]
  • Published: [S.l.]: SSRN, [2016]
  • Extent: 1 Online-Ressource (31 p)
  • Language: English
  • DOI: 10.2139/ssrn.2001129
  • Identifier:
  • Origination:
  • Footnote: In: Journal of Multivariate Analysis, 117, 229-245, 2013
    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 26, 2012 erstellt
  • Description: 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
  • Access State: Open Access