Non-central Cochran's theorem for elliptically contoured distributions

DOI10.1007/BF02582021zbMATH Open0612.62074MaRDI QIDQ3753302FDOQ3753302

Authors: Jianqing Fan 

Publication date: 1986

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Elliptically Symmetric Distributions: A Review and Bibliography
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

Cited In (11)

• Power analysis for linear models with spherical errors
• On the non-stochastic ordering of some quadratic forms
• Title not available (Why is that?)
• Cochran theorems for a multivariate elliptically contoured model
• Correcting remarks on Characterization of normality within the class of elliptical contoured distributions
• Title not available (Why is that?)
• 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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