Pages that link to "Item:Q5680879"

The following pages link to Notes on the distribution of quadratic forms in singular normal variables (Q5680879):

Displaying 21 items.

• A tale of two countries: The Craig-Sakamoto-Matusita theorem (Q947244) (← links)
• Robust inference strategy in the presence of measurement error (Q962034) (← links)
• The role of powers of matrices in determining the distribution of quadratic forms involving the complex normal distribution (Q1076764) (← links)
• Powers of matrices and idempotency (Q1144099) (← links)
• Characterizations of products of symmetric matrices (Q1161581) (← links)
• Nonnegative (s,t)-potent matrices (Q1167787) (← links)
• Multivariate versions of Cochran's theorems (Q1182753) (← links)
• An invariance property of common statistical tests (Q1369312) (← links)
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures (Q1881084) (← links)
• On Craig's theorem and its generalizations (Q1923425) (← links)
• Testing the functional constraints on parameters in regressions with variables of different frequency (Q1925719) (← links)
• A unified model-implied instrumental variable approach for structural equation modeling with mixed variables (Q2066602) (← links)
• Univariate likelihood projections and characterizations of the multivariate normal distribution (Q2196125) (← links)
• Sharp partial order and linear autonomous systems (Q2284762) (← links)
• Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
• Wishartness and independence of matrix quadratic forms in a normal random matrix (Q2476151) (← links)
• Cochran's statistical theorem revisited (Q2495833) (← links)
• On the Wedderburn-Guttman theorem (Q2575713) (← links)
• On singular elliptical models (Q2980058) (← links)
• On the Distribution of Matrix Quadratic Forms (Q3167871) (← links)
• Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes (Q5391297) (← links)