Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms (Q979014)

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Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
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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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