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A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors

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  • Gao, Hongsheng
  • Smith, Peter J.

Abstract

Let the column vectors of X::Â M-N, M

Suggested Citation

  • Gao, Hongsheng & Smith, Peter J., 2000. "A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 155-165, May.
    • Handle: RePEc:eee:jmvana:v:73:y:2000:i:2:p:155-165
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    References listed on IDEAS

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    1. Muirhead, Robb J., 1975. "Expressions for some hypergeometric functions of matrix argument with applications," Journal of Multivariate Analysis, Elsevier, vol. 5(3), pages 283-293, September.
    2. Mara L. McLaren, 1976. "Coefficients of the Zonal Polynomials," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(1), pages 82-87, March.
    3. Khatri, C. G., 1971. "Series representations of distributions of quadratic form in the normal vectors and generalised variance," Journal of Multivariate Analysis, Elsevier, vol. 1(2), pages 199-214, June.
    4. Bingham, Christopher & Chang, Ted & Richards, Donald, 1992. "Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and procrustes analysis," Journal of Multivariate Analysis, Elsevier, vol. 41(2), pages 314-337, May.
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    Cited by:

    1. Smith, Peter J. & Garth, Lee M., 2007. "Distribution and characteristic functions for correlated complex Wishart matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 661-677, April.

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