A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions (Q6133727)
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scientific article; zbMATH DE number 7730306
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| English | A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions |
scientific article; zbMATH DE number 7730306 |
Statements
A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions (English)
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21 August 2023
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matrix trace
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Kronecker product
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chi-square random variable
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matrix equations
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generalized inverse matrix
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0.91874546
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0.8987141
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0.8964244
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0.8960791
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0.89051574
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0.8868176
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0.8855705
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