A generalization of Bartlett's decomposition

DOI10.1016/j.spl.2010.11.015zbMath1207.62116OpenAlexW2029814841MaRDI QIDQ631536

Piero Barone

Publication date: 14 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.11.015

zbMATH Keywords

orthogonal polynomialsrandom matricesQR factorization

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factorization of matrices (15A23) Random matrices (algebraic aspects) (15B52)

Related Items (2)

On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments ⋮ On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications

Cites Work

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• The 70th anniversary of the distribution of random matrices: A survey
• On the distribution of positive-definite Gaussian quadratic forms
• XX.—On the Theory of Statistical Regression

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