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

DOI10.1007/BF02479385zbMATH Open0322.62057MaRDI QIDQ1223903FDOQ1223903

Authors: Takesi Hayakawa 

Publication date: 1973

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

Mathematics Subject Classification ID

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

Cites Work

• Some Non-Central Distribution Problems in Multivariate Analysis
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• On the distribution of a quadratic form in a multivariate normal sample
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument
• Title not available (Why is that?)
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Title not available (Why is that?)
• 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
• The asymptotic distributions of the statistics based on the complex Gaussian distribution
• Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample

Cited In (2)

• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms

This page was built for publication: An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1223903)