Moments of the ratio of two dependent quadratic forms

G. A. Ghazal

Statistics & Probability Letters, 1994, vol. 20, issue 4, 313-319

Abstract: Exact moments of the ratio of two dependent quadratic forms are derived in the case when the variables involved are multivariate normal, and the quadratic form in the denominator is idempotent. Application of the method to the Durbin--Watson statistic is given.

Keywords: Ratio; of; quadratic; forms; Durbin--Watson; statistic (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (6)

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