Cochran theorems for a multivariate vector-elliptically contoured model. II
DOI10.1016/S0378-3758(98)00259-6zbMATH Open0923.62053MaRDI QIDQ1297586FDOQ1297586
Authors: Chi Song Wong, Hua Cheng
Publication date: 31 October 1999
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Recommendations
idempotentMoore-Penrose inversemultivariate normalquadratic formsspectral theoremelliptically contoured distributionzonal polynomialCochran theoremgeneralized Wishart distributioncongruent matrix variablesgamma random variables
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Linear Statistical Inference and its Applications
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Matrix derivatives with an application to an adaptive linear decision problem
- Title not available (Why is that?)
- Distribution of multivariate quadratic forms under certain covariance structures
- MANOVA in the multivariate components of variance model
- Multivariate versions of Cochran's theorems
- Wishart and chi-square distributions associated with matrix quadratic forms
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multivariate versions of Cochran's theorems. II
- Multivariate versions of Cochran theorems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Cochran theorems for a multivariate elliptically contoured model
Cited In (5)
This page was built for publication: Cochran theorems for a multivariate vector-elliptically contoured model. II
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1297586)