On the Distribution of Matrix Quadratic Forms

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the Distribution of Matrix Quadratic Forms

Martin Ohlson and Timo Koski, On the Distribution of Matrix Quadratic Forms, 2012, Communications in Statistics Theory and Methods, (41), 18, 3403-315. Communications in Statistics Theory and Methods is available online at informaworld TM : http://dx.doi.org/10.1080/03610926.2011.563009 Copyright: Taylor & Francis: STM, Behavioural Science and Public Health Titles / Taylor & Francis http://www....

متن کامل

Distribution of matrix quadratic forms under skew-normal settings

For a class of skew-normal matrix distributions, the density function, moment generating function and independent conditions are obtained. The noncentral skew Wishart distribution is defined and the necessary and sufficient conditions under which a quadratic form is noncentral skew Wishart distributed random matrix are established. A new version of Cochran’s theorem is given. For illustration, ...

متن کامل

Applications of quadratic D-forms to generalized quadratic forms

In this paper, we study generalized quadratic forms over a division algebra with involution of the first kind in characteristic two. For this, we associate to every generalized quadratic from a quadratic form on its underlying vector space. It is shown that this form determines the isotropy behavior and the isometry class of generalized quadratic forms.

متن کامل

Asymptotic Distribution of Quadratic Forms If

We consider quadratic forms Q n = X 1j<kn a jk X j X k ; where X j are i.i.d. random variables with nite third moment. We obtain optimal bounds for the Kolmogorov distance between the distribution of Q n and the distribution of the same quadratic forms with X j replaced by corresponding Gaussian random variables.

متن کامل

Two theorems on distribution of Gaussian quadratic forms

New results on comparison of distributions of Gaussian quadratic forms are presented

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Communications in Statistics - Theory and Methods

سال: 2012

ISSN: 0361-0926,1532-415X

DOI: 10.1080/03610926.2011.563009