Quadratic forms of a matric-t variate

MaRDI QIDQ1057597zbMATH OpenFDO

Authors D. G. Marx

Publication date 1983

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

characteristic rootsdistributions of quadratic formsgeneralized Hayakawa polynomialshypergeometric functionlimiting distributionmatric-t variatematrix normal variatetraceWishart distributionszonal polynomial

Mathematics Subject Classification ID

Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60) Multivariate distribution of statistics (62H10)

Review text

\textit{N. A. S. Crowther} [S. Afr. Stat. J. 9, 27-36 (1975; Zbl 0325.62038)] studied the distribution of a quadratic form in a matrix normal variate. This, in some sense, is extended by \textit{D. J. de Waal} [ibid. 13, 103-112 (1979; Zbl 0419.62043)]. They represented the density function of this quadratic form in terms of generalized Hayakawa polynomials. Application of some specific results of these authors facilitates the derivation of distributions of quadratic forms of the matric-t variate. Attention is also given to the distributions of the characteristic roots and the trace of this quadratic matrix. Special cases are considered and some useful integrals are formulated.

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Cites work

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• On positive definite quadratic forms in correlated t variables
• On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Distribution of the Latent Roots of the Covariance Matrix

Cited in

(9)

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• Linear generalizations of various matric-t distributions
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• Variance Laplacian: Quadratic Forms in Statistics
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