On the distribution of the multivariate quadratic form in multivariate normal samples

DOI10.1007/BF02479752zbMath0317.62031MaRDI QIDQ1221993

Takesi Hayakawa

Publication date: 1972

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

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E15: Exact distribution theory in statistics

41A10: Approximation by polynomials

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The residual effect of a growth‐decay mechanism and the distributions of covariance structures, Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms, Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory, On linear functions of certain noncentral versions of independent gamma variables, Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample, An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample, On bilinear forms in normal variables, Distribution and characteristic functions for correlated complex Wishart matrices

Cites Work

• On the distribution of a quadratic form in a multivariate normal sample
• On the distribution of the latent roots of a complex Wishart matrix (non- central case)
• On the distribution of the latent roots of a positive definite random symmetric matrix. I
• A New Result on the Distribution of Quadratic Forms
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument
• 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
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)