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The exact distribution of indefinite quadratic forms in noncentral normal vectors

Author

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  • Serge Provost
  • Edmund Rudiuk

Abstract

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Suggested Citation

  • Serge Provost & Edmund Rudiuk, 1996. "The exact distribution of indefinite quadratic forms in noncentral normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(2), pages 381-394, June.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:2:p:381-394
    DOI: 10.1007/BF00054797
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    Citations

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    Cited by:

    1. Taras Bodnar & Stepan Mazur & Nestor Parolya, 2019. "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(2), pages 636-660, June.
    2. Paolella, Marc S., 2003. "Computing moments of ratios of quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 313-331, March.
    3. Kim, Michael Jong & Jiang, Rui & Makis, Viliam & Lee, Chi-Guhn, 2011. "Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure," European Journal of Operational Research, Elsevier, vol. 214(2), pages 331-339, October.
    4. Rui Jiang & Michael Kim & Viliam Makis, 2012. "A Bayesian model and numerical algorithm for CBM availability maximization," Annals of Operations Research, Springer, vol. 196(1), pages 333-348, July.
    5. Martin Bod’a, 2017. "Stochastic sensitivity analysis of concentration measures," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(2), pages 441-471, June.
    6. Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017. "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers 2017:7, Örebro University, School of Business.
    7. Duan, Chaoqun & Makis, Viliam & Deng, Chao, 2020. "A two-level Bayesian early fault detection for mechanical equipment subject to dependent failure modes," Reliability Engineering and System Safety, Elsevier, vol. 193(C).

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