Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms (Q979014): Difference between revisions
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Revision as of 19:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms |
scientific article |
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Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms (English)
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25 June 2010
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The author gives sufficient and necessary conditions under which a matrix quadratic form \(Y'WY\) with a symmetric \(W\) and a general covariance \(\Sigma_{\gamma}\) is distributed as a difference of two independent (noncentral) Wishart random matrices.
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Cochran's theorem
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Kronecker product
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independence
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matrix quadratic forms
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noncentral Wishart distributions
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Wishart distributions
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Wishart random matrices
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