On the joint distribution of a quadratic and a linear form in normal variables

DOI10.1006/jmva.1999.1860zbMath0977.62059OpenAlexW2092190061MaRDI QIDQ1975522

Alexander Schöne, Wolfgang Schmid

Publication date: 19 July 2000

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1860

zbMATH Keywords

quadratic formLaguerre polynomialsjoint distributionlinear form

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (3)

The exact distribution function of the ratio of two dependent quadratic forms ⋮ Optimal shrinkage estimator for high-dimensional mean vector ⋮ Monitoring the mean and the variance of a stationary process

Cites Work

• Some properties of the EWMA control chart in the presence of autocorrelation
• Series Expansions for Quadratic Forms in Normal Variables
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
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