{"entities":{"Q505485":{"pageid":507252,"ns":120,"title":"Item:Q505485","lastrevid":78068093,"modified":"2026-05-06T10:42:34Z","type":"item","id":"Q505485","labels":{"en":{"language":"en","value":"Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6677872"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$3B322585-D576-4473-92B2-307B0E1A0DDE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e80a1c7e658ba773ce017bb07c707a2411c8ba6d","datavalue":{"value":{"text":"Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q505485$7D6BCB34-00B8-4CE4-9804-2ABFC6B426E0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8971227734fdfd6b3ac843774da9b7b762c7612d","datavalue":{"value":"1361.15018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$7DE0FE91-7D8A-4B3F-B9F2-FB5DE14452D4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"39b14463b24cbc30a2aafac56358f02aaabc7569","datavalue":{"value":{"entity-type":"item","numeric-id":310621,"id":"Q310621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$A422A269-1987-4FC4-A136-CDC089CA09B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"72b9c06a4192f7ba385c0c35abb48faed41a56b5","datavalue":{"value":{"entity-type":"item","numeric-id":310623,"id":"Q310623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$CB216D1E-7237-4B0F-8C44-8F6254123B43","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"25a222874d77c4b10126f7e340f73180d250e71c","datavalue":{"value":{"entity-type":"item","numeric-id":288254,"id":"Q288254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$F4D2A712-BF2A-48D2-B077-D9006D898B96","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e0e464d8dd4bee096d6b5638865b8c3068a3fe10","datavalue":{"value":{"time":"+2017-01-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q505485$912D60CF-A1EF-400E-9C1F-FD4631536024","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"049f4d06571913865f5ee7f947a314fa15c8bc59","datavalue":{"value":"The authors analyze the characterization of covariance structures for which some quadratic forms are distributed as non-central independent chi-squared random variables. More precisely, let \\(y \\sim N_n(\\mu,V)\\), where \\(y\\) denotes an \\(n \\times 1\\) random vector, \\(\\mu\\) is the \\(n \\times 1\\) null vector and \\(V\\) is a \\(n \\times n\\) covariance matrix. Let \\(\\{ A_1, A_2, \\dots, A_k \\}\\) be a set of \\(k \\leq n\\) different \\(n \\times n\\) nonnegative definite matrices and \\(\\{ y^TA_iy \\}_{i=1}^k\\) denote a family of quadratic forms. The aim of this work is to characterize the sets of nonnegative definite and positive definite covariance matrices \\(V\\) such that \\(\\{ y^TA_iy \\}_{i=1}^k\\) are mutually independent chi-squared random variables.  To precisely formulate the problem of interest, let \\(y \\sim N_n(\\mu,V)\\), the set of nonnegative definite commutative matrices  \\[  {\\mathcal A}_c \\equiv \\{A_i \\in \\mathbb{R}_n^{\\geq} : A_iA_j=A_jA_i, \\;i,j \\in \\{1,2,\\dots,k\\}, i\\neq j \\}  \\]  and the set of covariance matrices  \\[  \\bar{V}({\\mathcal A}_c) \\equiv \\{V \\in \\mathbb{R}_n^{\\geq} : A_iVA_i=\\alpha_i A_i \\;\\text{and} \\;A_iVA_j=0, \\;A_i,A_j \\in {\\mathcal A}_c, \\alpha_i>0, i,j \\in \\{1,2,\\dots,k\\}, i\\neq j \\}  \\]  where \\(\\mathbb{R}_n^{\\geq}\\) denotes the cone consisting of all symmetric nonnegative definite matrices in \\(\\mathbb{R}_{n \\times n}\\). In the literature, it refers to the covariance matrices in \\(\\bar{V}({\\mathcal A}_c) \\) as independent chi-squared-generating (ICSG) covariance structures for the set of matrices \\({\\mathcal A}_c\\).  The authors derive two ICSG covariance structure characterization results. In the first one, they obtain an explicit expression for members of \\(\\bar{V}({\\mathcal A}_c) \\) in terms of \\(A_i \\in {\\mathcal A}_c \\) and corresponding Moore-Penrose pseudo-inverse \\(A_i^{-} \\in {\\mathcal B}_c\\), where \\(i \\in \\{1,2,\\dots,k\\}\\) and  \\[  {\\mathcal B}_c \\equiv \\{A_i^{-} : A_i \\in {\\mathcal A}_c \\;\\text{and for each} \\;A_j \\in {\\mathcal A}_c, A_jA_i^{-}=0, \\;i,j \\in \\{1,2,\\dots,k\\}, i\\neq j \\}.  \\]  In the second result, the authors characterize the set of positive definite ICSG covariance structures corresponding to the set \\(\\{A_1,A_2, \\dots,A_k\\}\\) of real \\(n \\times n\\) symmetric matrices.  Finally, an example application of the proposed explicit ICSG covariance-structure characterization results fora finite cardinality \\(k\\) is provided.","type":"string"},"datatype":"string"},"type":"statement","id":"Q505485$1FC8FADC-2D4C-49C8-BF98-88A13B4BF8DC","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b06ff2ef9e04b42ff2c5c43e297cd9d734a55887","datavalue":{"value":"15A24","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$2AB566AB-8205-46AA-AE67-2C9DE683B5C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aff12e0aaa0e845f49257674dee6d6b35fe2903","datavalue":{"value":"15A63","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$D8263539-D03E-46F1-AAC8-61B7C30A3A93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"de7887ac8896f76fb0219bbdc2f1520f3f1a5b3b","datavalue":{"value":"15A09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$A926DBCC-81D9-4187-8F88-540F410F8D12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"70859ede1ca06ac7d3be51584cbccead36f691b1","datavalue":{"value":"15B52","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$5E981015-2C4C-4B11-B8D8-3F98D2558C02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"97f0079be410d40086f507dfb53853e34658a729","datavalue":{"value":"62H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$3B19E99D-8ABA-4017-B5A9-BBEAC484BB10","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6405ef232cfe100f3c86c4fb2d4c95d2b8ac5323","datavalue":{"value":"62J10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$6515DB4E-8775-4889-BBBE-C7AA16299F2C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"067ef345fe5186b72030963b8c8d3adf61c7dd01","datavalue":{"value":"6677872","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$EE60C7C8-8B0C-449B-A5FA-E0B4E2754F3A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ecd5cead940aeaa34ff4d20b3f21c2f22027a9da","datavalue":{"value":"nonnegative definite matrices","type":"string"},"datatype":"string"},"type":"statement","id":"Q505485$0720EA7D-806A-467D-B49D-556144476A9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"54724f995e2fe7c959cafdb6fc167175ffdb674d","datavalue":{"value":"non-central chi-squared random variable","type":"string"},"datatype":"string"},"type":"statement","id":"Q505485$CCDB6365-0890-440D-9247-3F188979409F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7e4e2cb0e1c2626393157168dd12ce8f71443f08","datavalue":{"value":"covariance matrix","type":"string"},"datatype":"string"},"type":"statement","id":"Q505485$5E18C2EC-00C7-47C3-8664-6D78986A3CEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"16f711068852f0b181a7938a4d6cb5d702469543","datavalue":{"value":"generalized inverse","type":"string"},"datatype":"string"},"type":"statement","id":"Q505485$5734FAE4-D86A-4849-ADCA-D559E1ABFA2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"51cfd4e0046692c6a4e7ec2fbc5df9439f23901b","datavalue":{"value":"positive definite covariance matrix","type":"string"},"datatype":"string"},"type":"statement","id":"Q505485$EDE3798B-959A-4716-BA37-1D4256E90874","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"271f60faff56548f78089439584591b093b22de9","datavalue":{"value":"independent chi-squared-generating covariance structures","type":"string"},"datatype":"string"},"type":"statement","id":"Q505485$628B5EC4-D472-486E-9FB6-475790204EFD","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"72075667a09eed7ddbdd98a11e049b348a11dc9f","datavalue":{"value":{"entity-type":"item","numeric-id":1116414,"id":"Q1116414"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$5100B370-CC66-47AB-8A5E-A515E7EBF112","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$241820EA-8CAD-48B0-A754-350CD85C8BB7","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f2105cb20a4c504fb94442f0cc5fb7f71970b08d","datavalue":{"value":"https://doi.org/10.1007/s13171-016-0081-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q505485$61D98BD4-1347-4C05-A604-14E62AC6904F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"88a15766eeb92e80ef65c18aab0aa1f8faa56ab9","datavalue":{"value":"W2285196615","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$4A04D3DA-3006-46A5-995A-4368F7C41FA6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b5087714bae38906b9e0025c29f7da7b111fef7","datavalue":{"value":{"entity-type":"item","numeric-id":1369312,"id":"Q1369312"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$B453AB65-F96A-41F8-A740-B1D6B5F62D3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2bd19184f201154068640b8b3c1d508505f54eba","datavalue":{"value":{"entity-type":"item","numeric-id":3344095,"id":"Q3344095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$91A932EE-D5DB-43B4-A3CC-02AA053AA75A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"92d1b4029f3eb14652d3c419eca034ee468ee2d1","datavalue":{"value":{"entity-type":"item","numeric-id":4725547,"id":"Q4725547"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$D9639FB7-EC93-4B38-A601-BBE55924FC91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"675b0426f00832ccce169ea378d0c0623c191265","datavalue":{"value":{"entity-type":"item","numeric-id":5732199,"id":"Q5732199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$2DCD18BF-BD07-4F75-9A89-9BC14385C459","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a466c6b7a5fc934441da93e12d108bda396d0ebd","datavalue":{"value":{"entity-type":"item","numeric-id":5615180,"id":"Q5615180"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$37007C93-91FE-403F-AF8D-85CEF819D6DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d18eec6588f1f7089bf581b551fba092b0db879","datavalue":{"value":{"entity-type":"item","numeric-id":1283918,"id":"Q1283918"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$B17BBB28-1D6C-467F-B65F-D0DD089F70C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c3ce5b99aab5d39d1394ad17cc955013446e9402","datavalue":{"value":{"entity-type":"item","numeric-id":254730,"id":"Q254730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$2F53C911-EF9A-457F-814F-05B0D0390F8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bfeebd44f5e137a2530a2e7a09badd5eac9a7a12","datavalue":{"value":{"entity-type":"item","numeric-id":4050723,"id":"Q4050723"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$52697BAE-D855-4B55-82B5-FBFAADFECACD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"410a4cc8c5401964d35ea63336db9942c55a402a","datavalue":{"value":{"entity-type":"item","numeric-id":5665294,"id":"Q5665294"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$637F0C87-C4C7-4446-A4EB-E39CA8C4DDA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"25ce08c04510a7fbace3565c772229f2519abc7d","datavalue":{"value":{"entity-type":"item","numeric-id":4004320,"id":"Q4004320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$3CC54CD0-A2C7-46C5-A95E-8419E7F83990","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4541f3aab4ff4d6d538e43afcbd20b9c8c79f04a","datavalue":{"value":{"entity-type":"item","numeric-id":3497048,"id":"Q3497048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$0A9B843E-E8D8-4168-A40A-1D6AC7004776","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5da461a54a5142a65872ba43e8f18fde43f390d0","datavalue":{"value":{"entity-type":"item","numeric-id":1776870,"id":"Q1776870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q505485$B02CEA5C-3B82-4358-BB0E-A20AF766F089","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6ed6fc1e48df632db99a1b6c75bb127cd74abc7e","datavalue":{"value":"10.1007/S13171-016-0081-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q505485$816E1F2E-4030-4835-85B4-26A844AA8E6F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ce6ae86292a87e0d5fddd73f437bf34e4e041f0d","datavalue":{"value":{"entity-type":"item","numeric-id":3497048,"id":"Q3497048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c6f3df88b5b670bbd58887d7e01167827f30b1ff","datavalue":{"value":{"amount":"+0.8294517397880554","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q505485$2EA8DA21-048F-4BB2-AF44-4F87534A6341","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"243ff3c3fb7424bbf8650607c8d0540f724c3a06","datavalue":{"value":{"entity-type":"item","numeric-id":4654885,"id":"Q4654885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a329812664cf560c304b902c294ffd3f38d85ca1","datavalue":{"value":{"amount":"+0.8101584315299988","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q505485$4AE3332E-81BF-4D50-848A-1008817222B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"471312349b47ffae3b3c956e91303209cd74bf20","datavalue":{"value":{"entity-type":"item","numeric-id":4354761,"id":"Q4354761"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bcbed08bf022c693210ee5f919ae41048d266a2b","datavalue":{"value":{"amount":"+0.7880987524986267","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q505485$235BC016-4C06-40F5-AD55-B54017FEB356","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2b365bd7275341432d2cb494a44f9c17db0ced99","datavalue":{"value":{"entity-type":"item","numeric-id":3782610,"id":"Q3782610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b75d38eb6d285b9957a20e4010bb82387e4b247f","datavalue":{"value":{"amount":"+0.7880986928939819","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q505485$12A62B99-ABCB-4873-A7B4-F2CC382CF695","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ad0f2555ddccbbe3966c16341f53db03d288163e","datavalue":{"value":{"entity-type":"item","numeric-id":2476151,"id":"Q2476151"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"97467393a5816e4f65496ba89c7a652675452413","datavalue":{"value":{"amount":"+0.7865137457847595","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q505485$F3B7D6BD-3C6B-4E63-ADC7-C7F6CE8D836D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Characterizations_of_noncentral_chi-squared-generating_covariance_structures_for_a_normally_distributed_random_vector"}}}}}