A determinant representation for the distribution of quadratic forms in complex normal vectors

DOI10.1006/jmva.1999.1859zbMath0964.62038OpenAlexW1994513867MaRDI QIDQ1578055

Hongsheng Gao, Peter J. Smith

Publication date: 19 July 2001

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1859

zbMATH Keywords

quadratic formcomplex normal vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Determinants, permanents, traces, other special matrix functions (15A15) Other hypergeometric functions and integrals in several variables (33C70)

Related Items (1)

Eigenfunction statistics of Wishart Brownian ensembles

Uses Software

• AS 94

Cites Work

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• Total positivity, spherical series, and hypergeometric functions of matrix argument
• Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
• Expressions for some hypergeometric functions of matrix argument with applications
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument

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