Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples

J.R. Magnus, B. Pesaran

Research output: Contribution to journalArticleScientificpeer-review

217 Downloads (Pure)
Original languageEnglish
Pages (from-to)21-37
JournalComputational Statistics
Volume8
Publication statusPublished - 1993

Cite this

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title = "Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples",
author = "J.R. Magnus and B. Pesaran",
year = "1993",
language = "English",
volume = "8",
pages = "21--37",
journal = "Computational Statistics",
issn = "0943-4062",
publisher = "Springer Verlag",

}

Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables : background, motivation and examples. / Magnus, J.R.; Pesaran, B.

In: Computational Statistics, Vol. 8, 1993, p. 21-37.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables

T2 - background, motivation and examples

AU - Magnus, J.R.

AU - Pesaran, B.

PY - 1993

Y1 - 1993

M3 - Article

VL - 8

SP - 21

EP - 37

JO - Computational Statistics

JF - Computational Statistics

SN - 0943-4062

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