Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
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Publication:1881084
DOI10.1016/j.laa.2003.10.009zbMath1051.62048OpenAlexW2168172874MaRDI QIDQ1881084
Akhil K. Vaish, Narasinga Rao Chaganty
Publication date: 4 October 2004
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.odu.edu/mathstat_fac_pubs/70
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10) Basic linear algebra (15A99)
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Cites Work
- Multivariate versions of Cochran's theorems
- Multivariate versions of Cochran's theorems. II
- Versions of Cochran's theorem for general quadratic expressions in normal matrices
- Wishart and chi-square distributions associated with matrix quadratic forms
- An invariance property of common statistical tests
- Distribution of multivariate quadratic forms under certain covariance structures
- Idempotent Matrices and Quadratic Forms in the General Linear Hypothesis
- Conditions for Wishartness and Independence of Second Degree Polynomials in a Normal Vector
- Notes on the distribution of quadratic forms in singular normal variables
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