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On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables

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  • Mathai, A. M.

Abstract

A general distribution which will be called the noncentral generalized Laplacian (NGL) is introduced and its properties studied. Then a set of results are obtained which will give the necessary and sufficient conditions for a bilinear expression or a quadratic expression to be distributed as a NGL.

Suggested Citation

  • Mathai, A. M., 1993. "On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables," Journal of Multivariate Analysis, Elsevier, vol. 45(2), pages 239-246, May.
    • Handle: RePEc:eee:jmvana:v:45:y:1993:i:2:p:239-246
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    Cited by:

    1. Sung Hyun Kim, 2019. "Two-Dimensional Self-Selection of Borrowers," Korean Economic Review, Korean Economic Association, vol. 35, pages 125-161.
    2. Tomy, Lishamol & Jose, K.K., 2009. "Generalized normal-Laplace AR process," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1615-1620, July.
    3. Andrey Shternshis & Piero Mazzarisi, 2022. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Papers 2211.05415, arXiv.org, revised Jun 2023.
    4. Lekshmi, V. Seetha & Jose, K.K., 2006. "Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 318-326, February.
    5. Masaro, Joe & Wong, Chi Song, 2010. "Wishart-Laplace distributions associated with matrix quadratic forms," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1168-1178, May.
    6. Jose, K.K. & Tomy, Lishamol & Sreekumar, J., 2008. "Autoregressive processes with normal-Laplace marginals," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2456-2462, October.

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