THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE
No abstract is available for this item.
Volume (Year): 17 (2001)
Issue (Month): 01 (February)
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- Robinson, Peter M. & Rossi, Francesca, 2012.
"Improved tests for spatial correlation,"
41835, University Library of Munich, Germany.
- Peter M Robinson & Francesca Rossi, 2013. "Improved Tests for Spatial Correlation," STICERD - Econometrics Paper Series 565, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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- Aman Ullah & Yong Bao & Yun Wang, 2014. "Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process," Working Papers 201413, University of California at Riverside, Department of Economics.
- Giovanni Forchini, "undated". "The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables," Discussion Papers 01/12, Department of Economics, University of York.
- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.
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- Zeng-Hua Lu & Maxwell King, 2002. "Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 149-165.
- repec:cep:stiecm:/2013/565 is not listed on IDEAS
- Lu, Zeng-Hua, 2006. "The numerical evaluation of the probability density function of a quadratic form in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1986-1996, December.
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