Wishart and chi-square distributions associated with matrix quadratic forms

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

zbMATH Keywords

chi-square distribution; Wishart distribution; skew-symmetric matrix; multivariate components of variance model; complex covariance structure; group symmetry covariance model

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions, Distribution of matrix quadratic forms under skew-normal settings, Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics, Wishart-Laplace distributions associated with matrix quadratic forms, Cochran theorems for a multivariate vector-elliptically contoured model. II, Multivariate versions of Cochran theorems, Wishart distributions associated with matrix quadratic forms, Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures, Proper splittings and reduced solutions of matrix equations, Wishartness and independence of matrix quadratic forms in a normal random matrix, A decomposition for a stochastic matrix with an application to MANOVA, On the Distribution of Matrix Quadratic Forms, An alternative proof for a version of cochran's theorem under elliptical settings

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