The distribution of Hermitian quadratic forms in elliptically contoured random vectors

DOI10.1016/S0378-3758(01)00096-9zbMath0989.62032MaRDI QIDQ1598693

Young-Ho Cheong, Serge B. Provost

Publication date: 28 May 2002

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

zbMATH Keywords

periodogramspherically symmetric distributionsexact distributionelliptically contoured distributionsHermitian quadratic forms

Mathematics Subject Classification ID

Related Items (8)

New bivariate gamma types with MIMO application ⋮ Bayesian analysis in multivariate regression models with conjugate priors ⋮ On the ridge regression estimator with sub-space restriction ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution ⋮ Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models ⋮ Extensions of saddlepoint-based bootstrap inference ⋮ A unified complex noncentral Wishart type distribution inspired by massive MIMO systems

Cites Work

• On the theory of elliptically contoured distributions
• Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions
• The probability content of cones in isotropic random fields
• Bilinear forms and zonal polynomials
• Statistical distributions of Hermitian quadratic forms in complex Gaussian variables
• Computing the distribution of quadratic forms in normal variables
• Estimation and decision for linear systems with elliptical random processes
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
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