Quadratic forms of a matric-t variate (Q1057597)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quadratic forms of a matric-t variate |
scientific article |
Statements
Quadratic forms of a matric-t variate (English)
0 references
1983
0 references
\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.
0 references
Wishart distributions
0 references
zonal polynomial
0 references
hypergeometric function
0 references
limiting distribution
0 references
matrix normal variate
0 references
generalized Hayakawa polynomials
0 references
distributions of quadratic forms
0 references
matric-t variate
0 references
characteristic roots
0 references
trace
0 references
0 references