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~isPartOf:"Journal of Multivariate Analysis"
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quadratic form
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complex normal vector
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Gao, Hongsheng
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Smith, Peter J.
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A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors
Gao, Hongsheng
;
Smith, Peter J.
- In:
Journal of Multivariate Analysis
73
(
2000
)
2
,
pp. 155-165
matrix [Sigma]. Then the usual
quadratic
form
in the complex normal vectors is denoted by Z=XLXH where L:Â N-N is a positive …
Persistent link: https://www.econbiz.de/10005093732
Saved in:
2
A Determinant Representation for the Distribution of a Generalised
Quadratic
Form
in Complex Normal Vectors
Smith, Peter J.
;
Gao, Hongsheng
- In:
Journal of Multivariate Analysis
73
(
2000
)
1
,
pp. 41-54
Consider the
quadratic
form
Z=YH(XLXH)-1Â Y where Y is a p-m complex Gaussian matrix, X is an independent p-n complex …
Persistent link: https://www.econbiz.de/10005093781
Saved in:
3
On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables
Schöne, Alexander
;
Schmid, Wolfgang
- In:
Journal of Multivariate Analysis
72
(
2000
)
2
,
pp. 163-182
In this paper a series representation of the joint density and the joint distribution of a
quadratic
form
and a linear …
Persistent link: https://www.econbiz.de/10005160426
Saved in:
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