Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10012226200
Persistent link: https://www.econbiz.de/10011795564
Persistent link: https://www.econbiz.de/10003875656
We derive some new results on the expectation of quadratic forms in normal and nonnormal variables. Using a nonstochastic operator, we show that the expectation of the product of an arbitrary number of quadratic forms in noncentral normal variables follows a recurrence formula. This formula...
Persistent link: https://www.econbiz.de/10012998100