On positive definite quadratic forms in correlated t variables

DOI10.1007/BF02480949zbMath0489.62051MaRDI QIDQ1166867

Ulrich Menzefricke

Publication date: 1981

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

zbMATH Keywords

positive definite quadratic formsquadratic discriminationcorrelated t variablesinfinite mixture of chi-square distribution functionsmixture of beta distribution functionsnormal variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Quadratic forms of a matric-t variate

Cites Work

• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Unnamed Item
• Unnamed Item

This page was built for publication: On positive definite quadratic forms in correlated t variables