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Record W2115334116 · doi:10.1017/s0266466613000364

GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS

2013· article· en· W2115334116 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueEconometric Theory · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversity of Toronto
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsMathematicsRecursion (computer science)Double recursionQuadratic equationMutual recursionNormalityApplied mathematicsPure mathematicsAlgebra over a fieldDiscrete mathematicsAlgorithm

Abstract

fetched live from OpenAlex

Recursive relations for objects of statistical interest have long been important for computation, and they remain so even with hugely improved computing power. Such recursions are frequently derived by exploiting relations between generating functions. For example, the top-order zonal polynomials that occur in much distribution theory under normality can be recursively related to other (easily computed) symmetric functions (power-sum and elementary symmetric functions; Ruben, 1962, Annals of Mathematical Statistics 33, 542–570; Hillier, Kan, and Wang, 2009, Econometric Theory 25, 211–242). Typically, in a recursion of this type the k th object of interest, d k , say, is expressed in terms of all lower order d j ’s. In Hillier et al. (2009) we pointed out that, in the case of top-order zonal polynomials and other invariant polynomials of multiple matrix argument, a fixed length recursion can be deduced. We refer to this as a short recursion. The present paper shows that the main results in Hillier et al. (2009) can be generalized and that short recursions can be obtained for a much larger class of objects/generating functions. As applications, we show that short recursions can be obtained for various problems involving quadratic forms in noncentral normal vectors, including moments, product moments, and expectations of ratios of powers of quadratic forms. For this class of problems, we also show that the length of the recursion can be further reduced by an application of a generalization of Horner’s method (cf. Brown, 1986, SIAM Journal on Scientific and Statistical Computing 7, 689–695), producing a super-short recursion that is significantly more efficient than even the short recursion.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.160
Threshold uncertainty score0.379

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.018
GPT teacher head0.211
Teacher spread0.193 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it