On the Distribution of Matrix Quadratic Forms

DOI10.1080/03610926.2011.563009zbMath1296.62030OpenAlexW1967404895MaRDI QIDQ3167871

Martin Singull, Timo Koski

Publication date: 29 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-18513

zbMATH Keywords

eigenvaluesquadratic formspectral decompositionnon central Wishart distributionsingular matrix normal distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• The Distribution of a Quadratic Form of Normal Random Variables
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• Linear Statistical Inference and its Applications
• Notes on the distribution of quadratic forms in singular normal variables
• Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• On the Complex Wishart Distribution

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