Abstract
This paper proposes the density and characteristic functions of a general
matrix quadratic form $X^*AX$, when $A =
A^*$, $X$ has a matrix multivariate elliptical distribution
and $X^*$ denotes the usual conjugate transpose of $X$.
These results are obtained for real normed division algebras. With particular
cases we obtained the density and characteristic functions of matrix quadratic
forms for matrix multivariate normal, Pearson type VII, $t$ and Cauchy
distributions.
Users
Please
log in to take part in the discussion (add own reviews or comments).