Distribution theory of quadratic forms for matrix multivariate elliptical distribution

DOI10.1016/J.JSPI.2013.03.024zbMATH Open1278.62069OpenAlexW1988437974MaRDI QIDQ389255FDOQ389255

Publication date: 20 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.03.024

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zbMATH Keywords

Jacobians quadratic forms spherical functions elliptic models real, complex, quaternion and octonion random matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

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Cited In (11)

Covariance matrices of quadratic forms in elliptical distributions
Integral representation of quaternion elliptical density and its applications
On quadratic forms of multivariate \(t\) distribution with applications
Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
Distribution of multivariate quadratic forms under certain covariance structures
Diagonalization matrix and its application in distribution theory
Title not available (Why is that?)
Quadratic forms of a matric-t variate
Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

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