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Comparing approximations to the expectation of a ratio of quadratic forms in normal variables |
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| Authors: | Murray D. Smith |
| Affiliation: | Department of Econometrics , University of Sydney , Sydney, NSW, 2006, Australia |
| Abstract: | |
| Keywords: | Ratios of Quadratic Forms Nagar Approximation Laplace Approximation Small-σ Approximation Confluent Hypergeometric Function |