The Distribution of Quadratic Forms of Gaussian Vectors

DOI10.1137/1133084zbMATH Open0715.60015OpenAlexW2005570769MaRDI QIDQ3201150

V. A. Zorin, A. K. Lyubimov

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133084

zbMATH Keywords

normal distributiondistribution of quadratic forms

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability distributions: general theory (60E05)

Related Items (3)

Title not available (Why is that?) ⋮ Distribution theory of quadratic forms for matrix multivariate elliptical distribution ⋮ Two comparison theorems for distributions of Gaussian quadratic forms

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