A reformulation of the criteria for the independence of quadratic functions in normal variables

DOI10.1080/03610926.2018.1425453OpenAlexW2793050566MaRDI QIDQ5078412

Jin Zhang, Fen Jiang, Junmei Zhou

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1425453

zbMATH Keywords

eigenvaluesmatricesmoment generating functionCraig-Sakamoto theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Cites Work

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• Note on the independence of certain statistics

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