Wishart and chi-square distributions associated with matrix quadratic forms

DOI10.1006/jmva.1997.1665zbMath0948.62033OpenAlexW2150614277MaRDI QIDQ1364672

Thomas Mathew, Kenneth Nordström

Publication date: 6 November 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1665

zbMATH Keywords

chi-square distributionWishart distributionskew-symmetric matrixmultivariate components of variance modelcomplex covariance structuregroup symmetry covariance model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (13)

Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures ⋮ On the Distribution of Matrix Quadratic Forms ⋮ Distribution of matrix quadratic forms under skew-normal settings ⋮ A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions ⋮ Proper splittings and reduced solutions of matrix equations ⋮ Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics ⋮ Wishartness and independence of matrix quadratic forms in a normal random matrix ⋮ Wishart-Laplace distributions associated with matrix quadratic forms ⋮ A decomposition for a stochastic matrix with an application to MANOVA ⋮ Wishart distributions associated with matrix quadratic forms ⋮ Cochran theorems for a multivariate vector-elliptically contoured model. II ⋮ Multivariate versions of Cochran theorems ⋮ An alternative proof for a version of cochran's theorem under elliptical settings

Cites Work

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• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• MANOVA in the multivariate components of variance model
• Multivariate versions of Cochran's theorems
• Multivariate versions of Cochran's theorems. II
• The mixed model for multivariate repeated measures: Validity conditions and an approximate test
• Distribution of multivariate quadratic forms under certain covariance structures
• Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations

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