Quadratic forms of a matric-t variate (Q1057597)

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Quadratic forms of a matric-t variate
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    Quadratic forms of a matric-t variate (English)
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    1983
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    \textit{N. A. S. Crowther} [S. Afr. Stat. J. 9, 27-36 (1975; Zbl 0325.62038)] studied the distribution of a quadratic form in a matrix normal variate. This, in some sense, is extended by \textit{D. J. de Waal} [ibid. 13, 103-112 (1979; Zbl 0419.62043)]. They represented the density function of this quadratic form in terms of generalized Hayakawa polynomials. Application of some specific results of these authors facilitates the derivation of distributions of quadratic forms of the matric-t variate. Attention is also given to the distributions of the characteristic roots and the trace of this quadratic matrix. Special cases are considered and some useful integrals are formulated.
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    Wishart distributions
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    zonal polynomial
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    hypergeometric function
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    limiting distribution
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    matrix normal variate
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    generalized Hayakawa polynomials
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    distributions of quadratic forms
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    matric-t variate
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    characteristic roots
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    trace
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