Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

DOI10.1002/NAV.3800310310MaRDI QIDQ5186572zbMATH OpenOpenAlexFDO

Authors Theophilos Cacoullos, Markos V. Koutras

Publication date 1984

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800310310

zbMATH Keywords

characteristic functionelliptically symmetric distributiongeneralized Laplacegeneralized noncentral chi-square distributiongeneralized spherical gammageometrical representationPearson type VII distributionsspherically symmetric distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Recommendations

• Complex elliptically symmetric distributions
• scientific article; zbMATH DE number 4056661
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution
• Noncentral quadratic forms of the skew elliptical variables
• scientific article; zbMATH DE number 4096477

Cites work

• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
• A Contour-Integral Derivation of the Non-Central Chi-Square Distribution
• A PROBABILISTIC DERIVATION OF THE NON‐CENTRAL χ² DISTRIBUTION
• Elliptically Symmetric Distributions: A Review and Bibliography
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
• Table errata: Table of integrals, series and products [English translation of the fourth Russian edition, Academic Press, New York, 1965; MR 33 #5952] by I. S. Gradšteĭn and I. M. Ryžik

Cited in

(14)

• Correcting remarks on Characterization of normality within the class of elliptical contoured distributions
• On the performance of the linear discriminant function for spherical distributions
• Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
• On the non-stochastic ordering of some quadratic forms
• On Mardia's and Song's measures of kurtosis in elliptical distributions
• Two specific types of generalized non-central ^2-statistics in EC_n(, I_n,)
• Complex elliptically symmetric distributions
• Non-central Cochran's theorem for elliptically contoured distributions
• On the Behavior of the Distributions of the Probabilities of Misclassification in the use of the Linear Discriminant Function Under Multinonnormality
• SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS
• The Kotz-type distribution with applications
• Assessing circular error probable when the errors are elliptical normal
• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• Statistical analysis of proficiency testing results under elliptical distributions

This page was built for publication: Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5186572)