Versions of Cochran's theorem for general quadratic expressions in normal matrices

DOI10.1016/S0378-3758(96)00084-5MaRDI QIDQ1361758zbMATH OpenFDO

Authors Tonghui Wang

Publication date 22 March 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distributionWishart distributionKronecker productinner productCochran's theoremgeneral quadratic expression

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Multivariate versions of Cochran's theorems. II
• Multivariate versions of Cochran's theorems
• Multivariate versions of Cochran theorems

Cites work

• scientific article; zbMATH DE number 3729285 (Why is no real title available?)
• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• Distribution of multivariate quadratic forms under certain covariance structures
• Multivariate versions of Cochran's theorems
• Multivariate versions of Cochran's theorems. II
• On the Stochastic Independence of Two Second-Degree Polynomial Statistics in Normally Distributed Variates
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA

Cited in

(7)

• Multivariate versions of Cochran's theorems. II
• Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms
• Wishartness of quadratic forms: a characterization via Jordan algebra representations
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics
• A decomposition for a stochastic matrix with an application to MANOVA
• Distribution of matrix quadratic forms under skew-normal settings

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