The Distribution of Quadratic Forms of Gaussian Vectors

DOI10.1137/1133084MaRDI QIDQ3201150zbMATH OpenOpenAlexFDO

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
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution
• scientific article; zbMATH DE number 4096477 (Why is no real title available?)

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