Abstract
Bilinear forms in normal variables when the matrices of the forms are rectangular are considered. Explicit expressions for the cumulants, joint cumulants and joint cumulants of bilinear and quadratic forms are given. Necessary and sufficient conditions are established for the independence of two bilinear forms as well as a bilinear and a quadratic form. Special cases are shown to agree with known results.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Annals of the Institute of Statistical Mathematics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
