The distribution of Hermitian quadratic forms in elliptically contoured random vectors

DOI10.1016/S0378-3758(01)00096-9zbMATH Open0989.62032MaRDI QIDQ1598693FDOQ1598693

Young-Ho Cheong, Serge B. Provost

Publication date: 28 May 2002

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

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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
• On the ridge regression estimator with sub-space restriction
• Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models
• 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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