Distribution theory of quadratic forms for matrix multivariate elliptical distribution

DOI10.1016/J.JSPI.2013.03.024MaRDI QIDQ389255zbMATH OpenOpenAlexFDO

Authors José A. Díaz-García

Publication date 20 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.03.024

zbMATH Keywords

Jacobiansquadratic formsspherical functionselliptic modelsreal, complex, quaternion and octonion random matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

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Cited in

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• Covariance matrices of quadratic forms in elliptical distributions
• Integral representation of quaternion elliptical density and its applications
• On quadratic forms of multivariate t distribution with applications
• Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
• Distribution of multivariate quadratic forms under certain covariance structures
• Diagonalization matrix and its application in distribution theory
• scientific article; zbMATH DE number 411174 (Why is no real title available?)
• Quadratic forms of a matric-t variate
• Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

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