Pages that link to "Item:Q1283918"

The following pages link to Independence distribution preserving covariance structures for the multivariate linear model (Q1283918):

Displaying 12 items.

• Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector (Q505485) (← links)
• On Hermitian nonnegative-definite solutions to matrix equations (Q1033949) (← links)
• Nonnegative-definite and positive-definite solutions to the matrix equation \(\mathbb{A}\times\mathbb{A}^*=\mathbb{B}\) -- revisited (Q1595143) (← links)
• The general common nonnegative-definite and positive-definite solutions to the matrix equations \(AXA^ *=BB^ *\) and \(CXC^ *=DD^ *\). (Q1764554) (← links)
• The general common Hermitian nonnegative-definite solution to the matrix equations \(AXA=BB\) and \(CXC=DD\) with applications in statistics (Q1776870) (← links)
• Full-column rank solutions of the matrix equation \(AV\)=\(EVJ\) (Q1827025) (← links)
• Nonnegative definite and re-nonnegative definite solutions to a system of matrix equations with statistical applications (Q2335805) (← links)
• Common nonnegative definite solutions of some classical matrix equations (Q2511416) (← links)
• An optimal approximation problem for a matrix equation (Q3603606) (← links)
• Independence distribution preserving joint covariance structures for the multivariate two-group case (Q4547508) (← links)
• The general common Hermitian Nonnegative-definite solution to the matrix equations<i>AXA</i>*=<i>B</i>and<i>CXC</i>*=<i>D</i> (Q4825455) (← links)
• A representation of the general common solution to the matrix equations \(A_1XB_1=C_1\) and \(A_2XB_2=C_2\) with applications (Q5948762) (← links)