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

characteristic functions of random quadratic mapsgeneralized inverseinclusion mapindependent family of Wishart random operatorsinner product spaceslinear mapsmultivariate versions of Cochran theoremsnecessary and sufficient conditionorthogonal projectionouter productself-adjoint operatorsWishart distribution

Mathematics Subject Classification ID

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

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Cited in

(27)

• Multivariate versions of Cochran's theorems. II
• Independence distribution preserving covariance structures for the multivariate linear model
• Cochran theorems for a multivariate vector-elliptically contoured model. II
• Multivariate versions of Cochran theorems
• Estimating covariance in a growth curve model
• Cochran theorems for a multivariate elliptically contoured model
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• Wishart distributions associated with matrix quadratic forms
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