On the distribution of a generalised positive semidefinite quadratic form of normal vectors
D.J. Crowther, N.A.S. De Waal · South African Statistical Journal · 1973
Let the elements of X:pxn be distributed normal with E(X) = 0 and the covariance matrix of x'0 = (x'1,x'2,...,x'p), where x'i is the i-th row of X, is the Kronecker product ?1 ? ?2 (?1 and ?2 are both positive definite).