scientific article; zbMATH DE number 4169875

MaRDI QIDQ3497048zbMATH OpenFDO

Authors Robert J. Pavur

Publication date 1989

zbMATH Keywords

characterization of the variance covariance matrixchi-square random variablesconditional inverseMoore-Penrose inversenecessary and sufficient conditionsnormal familyquadratic forms

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Factorial statistical designs (62K15)

Recommendations

• Wishart and chi-square distributions associated with matrix quadratic forms
• Characterization of normality within the class of elliptical contoured distributions
• Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector
• Distribution of multivariate quadratic forms under certain covariance structures
• A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions

Cited in

(14)

• Inheriting independence and chi-squaredness under certain matrix orderings
• Independence distribution preserving covariance structures for the multivariate linear model
• Wishart and chi-square distributions associated with matrix quadratic forms
• An alternative way to establish the necessity part of the classical result on the statistical independence of quadratic forms
• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
• A necessary condition for a quadratic form to have a chi-squared distribution: an accessible proof
• A note on sample means and variances of dependent normal variables
• scientific article; zbMATH DE number 3962982 (Why is no real title available?)
• scientific article; zbMATH DE number 4044961 (Why is no real title available?)
• scientific article; zbMATH DE number 2057961 (Why is no real title available?)
• On the independence of linear and quadratic forms in normal variates
• scientific article; zbMATH DE number 1894338 (Why is no real title available?)
• Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector
• scientific article; zbMATH DE number 3240925 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3497048)