The Distribution of Quadratic Forms of Gaussian Vectors

DOI10.1137/1133084zbMATH Open0715.60015OpenAlexW2005570769MaRDI QIDQ3201150FDOQ3201150

Authors: V. A. Zorin, A. K. Lyubimov 

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133084

zbMATH Keywords

normal distributiondistribution of quadratic forms

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Gaussian processes (60G15)

Cited In (4)

• Two comparison theorems for distributions of Gaussian quadratic forms
• Statistical distributions of Hermitian quadratic forms in complex Gaussian variables
• Title not available (Why is that?)
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution

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