An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample
From MaRDI portal
Publication:1223903
DOI10.1007/BF02479385zbMath0322.62057MaRDI QIDQ1223903
Publication date: 1973
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)
Related Items
Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory ⋮ Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms
Cites Work
- Unnamed Item
- Unnamed Item
- On the distribution of a quadratic form in a multivariate normal sample
- Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample
- On the distribution of the multivariate quadratic form in multivariate normal samples
- The asymptotic distributions of the statistics based on the complex Gaussian distribution
- On the distribution of the latent roots of a positive definite random symmetric matrix. I
- On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
- Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis