On the distribution of the multivariate quadratic form in multivariate normal samples

DOI10.1007/BF02479752zbMath0317.62031OpenAlexW2023437741MaRDI QIDQ1221993

Takesi Hayakawa

Publication date: 1972

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02479752

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Approximation by polynomials (41A10)

Related Items (8)

Distribution and characteristic functions for correlated complex Wishart matrices ⋮ The residual effect of a growth‐decay mechanism and the distributions of covariance structures ⋮ Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory ⋮ On linear functions of certain noncentral versions of independent gamma variables ⋮ Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample ⋮ An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample ⋮ On bilinear forms in normal variables ⋮ Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms

Cites Work

• On the distribution of a quadratic form in a multivariate normal sample
• On the distribution of the latent roots of a complex Wishart matrix (non- central case)
• On the distribution of the latent roots of a positive definite random symmetric matrix. I
• A New Result on the Distribution of Quadratic Forms
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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