The distribution of Hermitian quadratic forms in elliptically contoured random vectors

DOI10.1016/S0378-3758(01)00096-9MaRDI QIDQ1598693zbMATH OpenFDO

Authors Serge B. Provost, Young-Ho Cheong

Publication date 28 May 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

periodogramexact distributionelliptically contoured distributionsspherically symmetric distributionsHermitian quadratic forms

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(11)

• A unified complex noncentral Wishart type distribution inspired by massive MIMO systems
• On the distribution of positive-definite Gaussian quadratic forms
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
• Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
• On the ridge regression estimator with sub-space restriction
• Statistical distributions of Hermitian quadratic forms in complex Gaussian variables
• Extensions of saddlepoint-based bootstrap inference
• On shrinkage estimators in matrix variate elliptical models
• New bivariate gamma types with MIMO application
• Bayesian analysis in multivariate regression models with conjugate priors
• Distribution of random quadratic forms arising in singular-spectrum analysis

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