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

DOI10.1137/0107032zbMATH Open0097.33801OpenAlexW2077847363WikidataQ106612455 ScholiaQ106612455MaRDI QIDQ3276934FDOQ3276934

H. O. Pollak, Ulf Grenander, 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
• Probabilistic multidimensional scaling: An anisotropic model for distance judgments
• Multivariate quadratic forms of random vectors

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