A determinant representation for the distribution of quadratic forms in complex normal vectors

DOI10.1006/JMVA.1999.1859MaRDI QIDQ1578055zbMATH OpenOpenAlexFDO

Authors Hongsheng Gao, Peter J. Smith

Publication date 19 July 2001

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1999.1859

zbMATH Keywords

complex normal vectorsquadratic form

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Other hypergeometric functions and integrals in several variables (33C70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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Cites work

• Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
• Expressions for some hypergeometric functions of matrix argument with applications
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• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• scientific article; zbMATH DE number 3456422 (Why is no real title available?)
• scientific article; zbMATH DE number 3366358 (Why is no real title available?)
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
• Total positivity, spherical series, and hypergeometric functions of matrix argument

Cited in

(11)

• A determinant representation for the distribution of a generalised quadratic form in complex normal vectors
• On the distribution of norm of vector projection and rejection of two complex normal random vectors
• About the optimal density associated to the chiral index of a sample from a bivariate distribution
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• scientific article; zbMATH DE number 3903766 (Why is no real title available?)
• scientific article; zbMATH DE number 4005357 (Why is no real title available?)
• scientific article; zbMATH DE number 1748527 (Why is no real title available?)
• Eigenfunction statistics of Wishart Brownian ensembles
• Lois de la somme de n vecteurs aléatoires et de leur formes quadratiques
• On the Distribution of General Quadratic Functions in Normal Vectors
• Signal plus noise type matrix in random matrix theory: a review

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Uses Software

• AS 94

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