On the distribution of a quadratic form in a multivariate normal sample
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Publication:1213261
DOI10.1007/BF02869529zbMath0295.62053MaRDI QIDQ1213261
Publication date: 1966
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
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Unnamed Item, The matrix angular central Gaussian distribution, 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, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
Cites Work
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- Zonal polynomials of the real positive definite symmetric matrices
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- The Distribution of Noncentral Means with Known Covariance
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis
- Application of the Method of Mixtures to Quadratic Forms in Normal Variates
