Grant Hillier

University of Southampton - Division of Economics

Southampton, SO17 1BJ

United Kingdom

  • University of Southampton - Division of Economics

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Properties of the Inverse of a Noncentral Wishart Matrix

Number of pages: 27 Posted: 11 May 2019 Last Revised: 24 May 2021
Grant Hillier and Raymond Kan
University of Southampton - Division of Economics and University of Toronto - Rotman School of Management
Downloads 212 (276,941)

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Noncentral Wishart; Invariance; Zonal Polynomials

2.

Generating Functions and Short Recursions, with Applications to the Moments of Quadratic Forms in Noncentral Normal Vectors

Number of pages: 44 Posted: 28 May 2009 Last Revised: 23 Mar 2016
Grant Hillier, Raymond Kan and Xiaolu Wang
University of Southampton - Division of Economics, University of Toronto - Rotman School of Management and Iowa State University
Downloads 93 (534,913)
Citation 4

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Generating functions, Quadratic forms, Ratio of quadratic forms

3.

Computationally Efficient Recursions for Top-Order Invariant Polynomials with Applications

Econometric Theory, Forthcoming
Number of pages: 39 Posted: 20 Mar 2007 Last Revised: 01 Mar 2008
Raymond Kan, Xiaolu Wang and Grant Hillier
University of Toronto - Rotman School of Management, Iowa State University and University of Southampton - Division of Economics
Downloads 92 (538,658)
Citation 3

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Invariant polynomials, quadratic form