Multivariate versions of Cochran's theorems

DOI10.1016/0047-259X(91)90011-PMaRDI QIDQ1182753zbMATH OpenOpenAlexFDO

Authors Chi Song Wong, Joe Masaro, Tonghui Wang

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1016/0047-259x(91)90011-p

zbMATH Keywords

Wishart distributiongeneralized inverseself-adjoint operatorsnecessary and sufficient conditionorthogonal projectionlinear mapsinner product spacesinclusion mapouter productcharacteristic functions of random quadratic mapsindependent family of Wishart random operatorsmultivariate versions of Cochran theorems

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability theory on linear topological spaces (60B11) Basic linear algebra (15A99) Quadratic and bilinear forms, inner products (15A63) Vector spaces, linear dependence, rank, lineability (15A03)

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Cited in

(24)

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• Multivariate versions of Cochran theorems
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• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• Estimating covariance in a growth curve model
• Sampling distributions of skew normal populations associated with closed skew normal distributions
• Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
• Wishart distributions associated with matrix quadratic forms
• Nonnegative definite and re-nonnegative definite solutions to a system of matrix equations with statistical applications
• Versions of Cochran's theorem for general quadratic expressions in normal matrices
• Wishart and chi-square distributions associated with matrix quadratic forms
• Cochran theorems for a multivariate vector-elliptically contoured model. II
• Cochran theorems for a multivariate elliptically contoured model
• A decomposition for a stochastic matrix with an application to MANOVA
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• The decomposition of quadratic forms under matrix variate skew-normal distribution
• A simplified version of Cochran's theorem in mixed linear models
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• Distribution of matrix quadratic forms under skew-normal settings
• Independence distribution preserving covariance structures for the multivariate linear model
• Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms.

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