Expectation of quadratic forms in normal and nonnormal variables with applications

By Yong Bao, Aman Ullah. 2010

46 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Barnab'as P'oczos
2. Sashank J. Reddi
3. Aaditya Ramdas
4. Krikamol Muandet
5. Larry A. Wasserman
6. Aarti Singh
7. Manzil Zaheer
8. Arthur Gretton

Citations in the corpus

• Adaptivity and Computation-Statistics Tradeoffs for Kernel and Distance based High Dimensional Two Sample Testing (2015, background): “The first four claims follow directly from the detailed work of Bao and Ullah [2010].”
• Multivariate Variance Targeting in the BEKK-GARCH Model (2014, unknown): “If one seeks to verify that Xt is geometrically ergodic and E ‖Xt‖n ∞, n = 2k, k ∈ N, one can define the drift function v (x) = 1 + (x′x)n/2 and use general results for nth-order moments of quadratic forms, see e.g. Corollary 2 of Bao and Ullah (2010).”