Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms

DOI10.1080/01966324.1995.10737404MaRDI QIDQ4715614zbMATH OpenOpenAlexWikidataFDO

Authors Arakaparampil M. Mathai, Giorgio Pederzoli

Publication date 9 February 1997

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1995.10737404

zbMATH Keywords

\(G\)-functions of scalar variablesdeterminantsgeneralized quadratic formsLauricella functions of matrix argumentslinear functions of matrix-variate gamma random variablesmoment generating functionsspecial functions of several matrix arguments

Mathematics Subject Classification ID

Quadratic and bilinear forms, inner products (15A63) Appell, Horn and Lauricella functions (33C65) Other hypergeometric functions and integrals in several variables (33C70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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Cites work

• An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample
• scientific article; zbMATH DE number 412096 (Why is no real title available?)
• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• On linear functions of certain noncentral versions of independent gamma variables
• On the distribution of the multivariate quadratic form in multivariate normal samples

Cited in

(12)

• Extended matrix variate hypergeometric functions and matrix variate distributions
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
• Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude
• Multiple Hypergeometric Functions: Probabilistic Interpretations and Statistical Uses
• Moments of generalized quadratic forms and distributions of certain multivariate test statistics
• Several related distributions of the matrix -distribution
• Extended matrix variate gamma and beta functions
• On surface integrals related to distributions of random matrices
• scientific article; zbMATH DE number 721666 (Why is no real title available?)
• Hypergeometric Functions of Scalar Matrix Argument are Expressible in Terms of Classical Hypergeometric Functions
• Matrix-variate Gauss hypergeometric distribution
• scientific article; zbMATH DE number 4182621 (Why is no real title available?)

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