Moments of the ratio of two dependent quadratic forms
AbstractExact 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 20 (1994)
Issue (Month): 4 (July)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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