A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors
Hongsheng Gao and
Peter J. Smith
Journal of Multivariate Analysis, 2000, vol. 73, issue 2, 155-165
Abstract:
Let the column vectors of X::Â M-N, M
Keywords: quadratic form; complex normal vector; hypergeometric functions; distributions (search for similar items in EconPapers)
Date: 2000
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