A note on the joint distribution of correlated quadratic forms

DOI10.1016/0378-3758(77)90014-3zbMath0379.62037OpenAlexW2006480535MaRDI QIDQ1247135

Pranab Kumar Sen, P. R. Krishnaiah, Chinubal G. Khatri

Publication date: 1977

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(77)90014-3

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items

On some multivariate gamma distributions connected with spanning trees, Distribution and characteristic functions for correlated complex Wishart matrices, Tests of homogeneity of intercepts after a preliminary test, A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables, The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma, The bivariate noncentral chi-square distribution -- a compound distribution approach, Multivariate quadratic forms of random vectors, Ewma charts for multivariate time series, M-tests for multivariate regression model, Nonparametric tests of location after a preliminary test on regression in the multivariate case, Numerical integration rules for multivariate inversions

Cites Work

• Multivariate rank statistics for testing randomness concerning some marginal distributions
• On a class of simultaneous rank order tests in MANOCOVA
• On the exact non-null distribution of likelihood ratio criteria for covariance matrices
• Correction Notes: Correction to "A Multivariate Gamma-Type Distribution"
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