Non-central Cochran's theorem for elliptically contoured distributions

DOI10.1007/BF02582021MaRDI QIDQ3753302zbMATH OpenFDO

Authors Jianqing Fan

Publication date 1986

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02582021

zbMATH Keywords

elliptically contoured distributionsgeneralized non-central chi square distributionmatrix spherical distributionnon-central Cochran's theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• Elliptically Symmetric Distributions: A Review and Bibliography
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

Cited in

(12)

• Power analysis for linear models with spherical errors
• On the non-stochastic ordering of some quadratic forms
• scientific article; zbMATH DE number 139851 (Why is no real title available?)
• Two specific types of generalized non-central ^2-statistics in EC_n(, I_n,)
• Cochran theorems for a multivariate elliptically contoured model
• Correcting remarks on Characterization of normality within the class of elliptical contoured distributions
• scientific article; zbMATH DE number 4070068 (Why is no real title available?)
• A recursive approach for determining matrix inverses as applied to causal time series processes
• Noncentral quadratic forms of the skew elliptical variables
• Cochran theorems to vector elliptically contoured distributions of gamma type
• The probability content of cones in isotropic random fields
• Noncentral matrix quadratic forms of the skew elliptical variables

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