Wishartness and independence of matrix quadratic forms in a normal random matrix

DOI10.1016/J.JMVA.2007.01.012MaRDI QIDQ2476151zbMATH OpenOpenAlexFDO

Authors Jianhua Hu

Publication date 11 March 2008

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2007.01.012

zbMATH Keywords

independenceWishart distributionCochran's theoremnoncentral Wishart distributionmatrix quadratic formWishartness

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

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• Wishart distributions associated with matrix quadratic forms
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Cited in

(24)

• Multivariate versions of Cochran's theorems. II
• Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
• Wishart-Laplace distributions associated with matrix quadratic forms
• A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions
• Properties of the explicit estimators in the extended growth curve model
• Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• Estimation for an additive growth curve model with orthogonal design matrices
• Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
• Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
• Wishart distributions associated with matrix quadratic forms
• Estimation of parameters in the extended growth curve model via outer product least squares for covariance
• On the distribution of matrix quadratic forms
• Wishart and chi-square distributions associated with matrix quadratic forms
• Wishartness of quadratic forms: a characterization via Jordan algebra representations
• The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix
• scientific article; zbMATH DE number 4066028 (Why is no real title available?)
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• A decomposition for a stochastic matrix with an application to MANOVA
• The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
• scientific article; zbMATH DE number 2143294 (Why is no real title available?)
• Asymptotic normality for traces of polynomials in independent complex Wishart matrices
• Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector
• Notes on Wishartness and independence of multivariate quadratic forms in correlated normal vectors

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