An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Cites work

scientific article; zbMATH DE number 3331305 (Why is no real title available?)
scientific article; zbMATH DE number 3390166 (Why is no real title available?)
Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument
Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
Generalized Asymptotic Expansions of Cornish-Fisher Type
Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample
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
On the distribution of the latent roots of a positive definite random symmetric matrix. I
On the distribution of the multivariate quadratic form in multivariate normal samples
Some Non-Central Distribution Problems in Multivariate Analysis
The asymptotic distributions of the statistics based on the complex Gaussian distribution

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