Notes on Wishartness and independence of multivariate quadratic forms in correlated normal vectors

zbMath0595.62046MaRDI QIDQ1077842

Hiroto Hyakutake, Mínoru Siotani

Publication date: 1985

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

independencecentral and non-central Wishart distributioncorrelated normal variatesmultivariate quadratic formsWishartness

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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