Distributions involving norms of correlated Gaussian vectors

DOI10.1090/qam/99953zbMath0158.37902OpenAlexW2561592918MaRDI QIDQ5541739

Kenneth S. Miller

Publication date: 1964

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/qam/99953

zbMATH Keywords

statistics

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (12)

Bayesian estimation and the Kalman filter ⋮ Cochannel interference effect on BEP performance of SSC receiver in correlated Rician fading ⋮ Partial size-and-shape distributions ⋮ A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension ⋮ A consistent test for the null of stationarity against the alternative of a unit root ⋮ Gauss inequalities on ordered linear spaces ⋮ A trivariate chi-squared distribution derived from the complex Wishart distribution ⋮ Complex random fields ⋮ Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density ⋮ Minimum variance estimation and prediction theory ⋮ Robust optimization - a comprehensive survey ⋮ Explicit formulae for product moments of multivariate Gaussian random variables

This page was built for publication: Distributions involving norms of correlated Gaussian vectors