Wishart and chi-square distributions associated with matrix quadratic forms
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Publication:1364672
DOI10.1006/jmva.1997.1665zbMath0948.62033MaRDI QIDQ1364672
Thomas Mathew, Kenneth Nordström
Publication date: 6 November 2000
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1665
chi-square distribution; Wishart distribution; skew-symmetric matrix; multivariate components of variance model; complex covariance structure; group symmetry covariance model
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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