On bilinear forms in normal variables

DOI10.1007/BF00053405zbMath0772.62027OpenAlexW2167486083MaRDI QIDQ1260731

Arak M. Mathai

Publication date: 25 August 1993

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

Full work available at URL: https://doi.org/10.1007/bf00053405

zbMATH Keywords

momentsindependencecumulantsquadratic formsexplicit expressionsnormal variablesjoint cumulantsnonsingular normal variables

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

A Multivariate Gamma Distribution and its Characterizations ⋮ Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices

Cites Work

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• On the distribution of the multivariate quadratic form in multivariate normal samples
• On the independence of bilinear and quadratic forms of a random sample from a normal population
• The Distribution of the Ratios of Certain Quadratic Forms in Time Series
• Cumulants of bilinear forms and quadratic forms and their applications
• Inequalities for Joint Distributions of Quadratic Forms
• On sums of independent gamma eandom yariames
• Linear Statistical Inference and its Applications
• Bilinear Forms in Normally Correlated Variables
• Independence of Quadratic forms of Normally Correlated Variables

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