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Quadratic and Bilinear Forms in Elliptically Contoured Distributions

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Bilinear Forms and Zonal Polynomials

Part of the book series: Lecture Notes in Statistics ((LNS,volume 102))

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Abstract

The multivariate normal distribution is the most widely used multivariate distribution in statistical theory today.

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Authors and Affiliations

  1. Department of Mathematics, McGill University, H3A 2K6, Montreal, Quebec, Canada

    A. M. Mathai

  2. Department of Statistical and Actuarial Sciences, University of Western Ontario, N6A 5B6, London, Ontario, Canada

    Serge B. Provost

  3. Department of Economics, Hitotubashi University, 2-1 Naka Kunitachi, 186, Tokyo, Japan

    Takesi Hayakawa

Authors
  1. A. M. Mathai
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  2. Serge B. Provost
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  3. Takesi Hayakawa
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© 1995 Springer-Verlag New York, Inc.

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Mathai, A.M., Provost, S.B., Hayakawa, T. (1995). Quadratic and Bilinear Forms in Elliptically Contoured Distributions. In: Bilinear Forms and Zonal Polynomials. Lecture Notes in Statistics, vol 102. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4242-0_3

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  • DOI: https://doi.org/10.1007/978-1-4612-4242-0_3

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-94522-4

  • Online ISBN: 978-1-4612-4242-0

  • eBook Packages: Springer Book Archive

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