The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral Analysis

DOI10.1137/0107032MaRDI QIDQ3276934zbMATH OpenOpenAlexWikidataFDO

Authors Ulf Grenander, H. O. Pollak, David Slepian

Publication date 1959

Published in Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0107032

zbMATH Keywords

probability theory

Cited in

(3)

• On the simulation of shot noise and some other random variables
• Multivariate quadratic forms of random vectors
• Probabilistic multidimensional scaling: An anisotropic model for distance judgments

This page was built for publication: The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3276934)