Versions of Cochran's theorem for general quadratic expressions in normal matrices
DOI10.1016/S0378-3758(96)00084-5zbMATH Open0937.62594MaRDI QIDQ1361758FDOQ1361758
Authors: Tonghui Wang
Publication date: 22 March 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Recommendations
multivariate normal distributionWishart distributionKronecker productinner productCochran's theoremgeneral quadratic expression
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
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- THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
- Distribution of multivariate quadratic forms under certain covariance structures
- Multivariate versions of Cochran's theorems
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- On the Stochastic Independence of Two Second-Degree Polynomial Statistics in Normally Distributed Variates
- Multivariate versions of Cochran's theorems. II
Cited In (7)
- Multivariate versions of Cochran's theorems. II
- Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms
- Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
- Wishartness of quadratic forms: a characterization via Jordan algebra representations
- A decomposition for a stochastic matrix with an application to MANOVA
- Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics
- Distribution of matrix quadratic forms under skew-normal settings
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