Multivariate quadratic forms of random vectors

DOI10.1016/S0047-259X(02)00013-1zbMath1030.60012MaRDI QIDQ1414597

René Blacher

Publication date: 4 December 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Fourier transformsHermite polynomialsLaguerre polynomialsQuadratic formsGaussian vectorsMoments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characteristic functions; other transforms (60E10)

Related Items (5)

Robust multivariate density estimation under Gaussian noise ⋮ From moments of sum to moments of product ⋮ Probability density of the empirical wavelet coefficients of a noisy chaos ⋮ A class of bivariate exponential distributions ⋮ Explicit formulae for product moments of multivariate Gaussian random variables

Cites Work

• Expansions for the multivariate chi-square distribution
• On a multivariate gamma
• A note on the joint distribution of correlated quadratic forms
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• On the approximate calculation of the coefficient of correlation between two functions of dependent random variates
• Distribution of Quadratic Forms and Some Applications
• The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral Analysis
• Probability integrals of a bivariate gamma distribution
• Frames in the bargmann space of entire functions
• Series Expansions for Quadratic Forms in Normal Variables
• Lois de la somme de n vecteurs aléatoires et de leur formes quadratiques
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• A New Result on the Distribution of Quadratic Forms
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• Relationships Between Biased and Unbiased Rayleigh Distributions
• The Canonical Correlation Coefficients of Bivariate Gamma Distributions
• THE JOINT DISTRIBUTION OF QUADRATIC FORMS AND RELATED DISTRIBUTIONS1
• Properties of Generalized Rayleigh Distributions
• A Multivariate Gamma-Type Distribution
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Multivariate quadratic forms of random vectors