Cochran theorems for a multivariate vector-elliptically contoured model. II
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Publication:1297586
DOI10.1016/S0378-3758(98)00259-6zbMath0923.62053MaRDI QIDQ1297586
Publication date: 31 October 1999
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
idempotentquadratic formselliptically contoured distributionMoore-Penrose inversegeneralized Wishart distributionspectral theoremmultivariate normalzonal polynomialCochran theoremcongruent matrix variablesgamma random variables
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
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- Multivariate versions of Cochran's theorems. II
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- Cochran theorems for a multivariate elliptically contoured model
- Wishart and chi-square distributions associated with matrix quadratic forms
- Matrix derivatives with an application to an adaptive linear decision problem
- Distribution of multivariate quadratic forms under certain covariance structures
- Linear Statistical Inference and its Applications
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