On noncentral generalized Laplacianness of quadratic forms in normal variables

DOI10.1006/jmva.1993.1036zbMath0783.62041OpenAlexW2079322797MaRDI QIDQ2366547

Arak M. Mathai

Publication date: 23 March 1994

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

Full work available at URL: https://doi.org/10.1006/jmva.1993.1036

zbMATH Keywords

quadratic formsdensitybilinear formsnecessary and sufficient conditionsnormal variablesdifference of two independent gamma variablesgeneralized Laplace densityindependence of bilinear formsnoncentral generalized Laplace variable

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Quadratic and bilinear forms, inner products (15A63)

Related Items (17)

Generalized Laplacian Distributions and Autoregressive Processes ⋮ An autoregressive process with geometric \(\alpha\)-Laplace marginals ⋮ Calibration of posterior predictive p-values for model checking ⋮ A certain class of Laplace transforms with applications to reaction and reaction-diffusion equations ⋮ An overview of the pathway idea and its applications in statistical and physical sciences ⋮ A practical, effective calculation of gamma difference distributions with open data science tools ⋮ Unnamed Item ⋮ Limiting approach to generalized gamma Bessel model via fractional calculus and its applications in various disciplines ⋮ On distributions of covariance structures ⋮ Generalized normal-Laplace AR process ⋮ Autoregressive processes with normal-Laplace marginals ⋮ Wishart-Laplace distributions associated with matrix quadratic forms ⋮ Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals ⋮ Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms ⋮ A note on gamma difference distributions ⋮ Time series models associated with Mittag-Leffler type distributions and its properties ⋮ Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions

This page was built for publication: On noncentral generalized Laplacianness of quadratic forms in normal variables