Some Bounds on the Distribution of Certain Quadratic Forms in Normal Random Variables

DOI10.1111/1467-842X.00008zbMATH Open0924.62052MaRDI QIDQ4247985FDOQ4247985

Authors: Hongsheng Gao, Peter J. Smith 

Publication date: 9 November 1999

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

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zbMATH Keywords

boundsquadratic forms

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15)

Cited In (6)

• Expectation of quadratic forms in normal and nonnormal variables with applications
• Sharp estimates for the CDF of quadratic forms of MPE random vectors
• Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.
• A determinant representation for the distribution of a generalised quadratic form in complex normal vectors
• Lower Bounds for the Tails of Distributions of Cubic Forms of Normally Distributed Random Variables
• Title not available (Why is that?)

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