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Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument

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Publication:5614359
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DOI10.1214/aoms/1177697116zbMath0212.51101OpenAlexW2058370095MaRDI QIDQ5614359

B. K. Shah

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697116



Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)


Related Items (8)

On the Distribution of Matrix Quadratic Forms ⋮ On the Distribution of Linear Combinations of Chi-Square Random Variables ⋮ Distribution theory of quadratic forms for matrix multivariate elliptical distribution ⋮ Limit theorems for polylinear forms ⋮ Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample ⋮ On the distribution of the multivariate quadratic form in multivariate normal samples ⋮ An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution




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