On the distribution of a quadratic form in a multivariate normal sample

DOI10.1007/BF02869529MaRDI QIDQ1213261zbMATH OpenOpenAlexFDO

Authors Takesi Hayakawa

Publication date 1966

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02869529

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cites work

• Application of the Method of Mixtures to Quadratic Forms in Normal Variates
• Distribution of a Definite Quadratic Form for Non-Central Normal Variates
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On the distribution of a quadratic form in a multivariate normal sample
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Distribution of Noncentral Means with Known Covariance
• Zonal polynomials of the real positive definite symmetric matrices

Cited in

(15)

• Asymptotic expansions for the distribution of quadratic forms in normal variables
• On linear functions of certain noncentral versions of independent gamma variables
• On the distribution of a quadratic form in a multivariate normal sample
• 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
• Extendibility of spherical matrix distributions
• On the distribution of the maximum latent root of a positive definite symmetric random matrix
• On the distribution of the latent roots of a positive definite random symmetric matrix. I
• 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
• scientific article; zbMATH DE number 3366358 (Why is no real title available?)
• Sampling error distribution for the ensemble Kalman filter update step
• The matrix angular central Gaussian distribution

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