Ye, R., Wang, T., Gupta, A.: Distribution of matrix quadratic forms under skew-normal settings. J. Multivar. Anal. 131 , 229–239 (2014) MATH MathSciNetYe RD, Wang T, Gupta AK (2014) Distribution of matrix quadratic forms under skew-normal settings. J Multivariate Anal 131:229-...
where is a symmetric matrix given by (7) Any real quadratic form in variables may be reduced to the diagonal form (8) with by a suitable orthogonal point-transformation. Also, two real quadratic forms are equivalent under the group of linear transformations iff they have the same quadra...
matrix. ing transform invertible the find and forms, canonical into quadratic Changing : e.g.1. 3 2 2 1 2 3 2 2 2 1 3 2 1 4 2 5 2 ) , , ( : Solution x x x x x x x x x x f + + + + = 3 2 2 3 2 2 2 1 ...
17Quadratic Form
Wishartness of Quadratic Forms: A Characterization Via Jordan Algebra Representations. For a normal random variable 햻 with mean zero and general covari- ance matrix ∑햻 the Wishartness of a quadratic form Q(햻) is characterized in ter... Masaro,Joe,Wong,... - 《Tamsui Oxford Journal...
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matrix. ing transform invertible the find and forms, canonical into quadratic Changing : e.g.1. 3 2 2 1 2 3 2 2 2 1 3 2 1 4 2 5 2 ) , , ( : Solution x x x x x x x x x x f + + + + = 3 2 2 3 2 2 2 1 ...
In this paper we characterize all distributional limits of the quadratic chaosTn=∑1≤u<v≤nau,vXuXv, where((au,v))1≤u,v≤nis a{0,1}-valued symmetric matrix with zeros on the diagonal andX1,X2,…,Xnare i.i.d. mean 0 variance 1 random variables with common distribution functionF...
The algorithm forms the matrix Zk from the last n –l columns of the QR decomposition of the matrix ‾‾ATk, where l is the number of active constraints and l < n. That is, Zk is given by Zk=Q[:,l+1:n], (18) where ...
1. Limit theorems of a special kind of random quadratic forms; 一类特殊随机二次型的极限定理2. On determining definite properties for real quadratic form and realizing by computer; 二次型的判定及相关问题的计算机实现3. Characteristic theorem of positive defin ite quadratic form and its program;...