The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral Analysis

DOI10.1137/0107032zbMath0097.33801OpenAlexW2077847363WikidataQ106612455 ScholiaQ106612455MaRDI QIDQ3276934

H. O. Pollak, Ulf Grenander, David Slepian

Publication date: 1959

Published in: Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0107032

zbMATH Keywords

probability theory

Related Items (3)

Probabilistic multidimensional scaling: An anisotropic model for distance judgments ⋮ Multivariate quadratic forms of random vectors ⋮ On the simulation of shot noise and some other random variables

This page was built for publication: The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral Analysis