Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument

DOI10.1214/AOMS/1177697116MaRDI QIDQ5614359zbMATH OpenOpenAlexFDO

Authors B. K. Shah

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177697116

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cited in

(8)

• Limit theorems for polylinear forms
• Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample
• On the distribution of the multivariate quadratic form in multivariate normal samples
• An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample
• On the distribution of matrix quadratic forms
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• On the Distribution of Linear Combinations of Chi-Square Random Variables

This page was built for publication: Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5614359)