Several areas of regression analysis involve the evaluation of quadratic forms of the matrix (X'X)-1. This article draws these areas together and shows how a technique due to Salkever (1976) can be ...

Abstract: In this correspondence, the densities of quadratic forms on complex random matrices and their joint eigenvalue densities are derived for applications to information theory. These densities ...

Abstract: In this paper, the densities of non-central quadratic forms on complex random matrices and their joint eigenvalue densities are derived for applications to information theory. These ...

Building upon recent developments in spatial econometric models that address the misspecification of spatial weight matrices through adaptive LASSO techniques, my research aims to enhance the ...

In this paper, based on the factorization framework, we propose a novel robust matrix completion scheme via using the truncated-quadratic loss function, which is non-convex and non-smooth, and ...

ABSTRACT: Hypergeometric functions have been increasingly present in several disciplines including Statistics, but there is much confusion on their proper uses, as well as on their existence and ...

ABSTRACT: The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in ...

Consider a mapping $F: \mathbf{R}^n \rightarrow \mathbf{R}^3 (n \geqslant 3)$ defined by an ordered triple of real-valued quadratic forms; if some linear combination ...