On the Distribution of General Quadratic Functions in Normal Vectors

DOI10.1111/J.1467-9574.1987.TB01217.XMaRDI QIDQ5750160zbMATH OpenOpenAlexFDO

Authors Mathisca de Gunst

Publication date 1987

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1987.tb01217.x

zbMATH Keywords

distribution of multivariate quadratic formsnormal distributionWishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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• Linear Statistical Inference and its Applications
• On Conditions for the forms of the Type XAX' to be Distributed Independently or to Obey Wishart Distribution

Cited in

(17)

• Quadratic forms of a matric-t variate
• Notes on Wishartness and independence of multivariate quadratic forms in correlated normal vectors
• Multivariate versions of Cochran's theorems
• On bilinear forms in normal variables
• Multivariate quadratic forms of random vectors
• A determinant representation for the distribution of a generalised quadratic form in complex normal vectors
• A determinant representation for the distribution of quadratic forms in complex normal vectors
• The exact distribution of indefinite quadratic forms in noncentral normal vectors
• On the joint distribution of a quadratic and a linear form in normal variables
• Wishartness and independence of matrix quadratic forms in a normal random matrix
• The density of a quadratic form in a vector uniformly distributed on the n-sphere
• Preliminary test and estimation in some multifactor diffusion processes
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
• scientific article; zbMATH DE number 4044961 (Why is no real title available?)
• On decoupling of functions of normal vectors. II
• The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables
• Lois de la somme de n vecteurs aléatoires et de leur formes quadratiques

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