DISTRIBUTION OF MULTIVARIATE QUADRATIC FORM IN MULTIVARIATE NORMAL SAMPLES

被引：9

作者：

HAYAKAWA, T ^{[1
]}

机构：

[1] INST STATISTICAL MATH,TOKYO,JAPAN

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1972年 / 24卷 / 02期

关键词：

D O I：

10.1007/BF02479752

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：205 / 230

页数：26

共 13 条

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GOODMAN, NR .

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[2] ON DISTRIBUTION OF A QUADRATIC FORM IN A MULTIVARIATE NORMAL SAMPLE [J].

HAYAKAWA, T .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1966, 18 (02) :191-&

[3] DISTRIBUTION OF LATENT ROOTS OF A COMPLEX WISHART MATRIX (NON-CENTRAL CASE) [J].

HAYAKAWA, T .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1972, 24 (01) :1-17

[4] ON DISTRIBUTION OF LATENT ROOTS OF A POSITIVE DEFINITE RANDOM SYMMETRIC MATRIX .I. [J].

HAYAKAWA, T .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (01) :1-&

[5]

HAYAKAWA T, 1970, 682 U N CAR CHAP HIL

[6] DISTRIBUTIONS OF MATRIX VARIATES + LATENT ROOTS DERIVED FROM NORMAL SAMPLES [J].

JAMES, AT .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02) :475-&

[7] ON CERTAIN DISTRIBUTION PROBLEMS BASED ON POSITIVE DEFINITE QUADRATIC FUNCTIONS IN NORMAL VECTORS [J].

KHATRI, CG .

ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02) :468-&

[8] CLASSICAL STATISTICAL-ANALYSIS BASED ON A CERTAIN MULTIVARIATE COMPLEX GAUSSIAN DISTRIBUTION [J].

KHATRI, CG .

ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01) :98-114

[9] SERIES REPRESENTATIONS OF DISTRIBUTIONS OF QUADRATIC FORMS IN NORMAL VARIABLES .2. NON-CENTRAL CASE [J].

KOTZ, S ;

JOHNSON, NL ;

BOYD, DW .

ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (03) :838-&

[10]

LEACH BG, 1969, THESIS U ADELAIDE

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