Notes on the distribution of quadratic forms in singular normal variables

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Quadratic and bilinear forms, inner products (15A63) Matrix equations and identities (15A24)

Cited In (30)

On the Wedderburn-Guttman theorem
A note on rank-additivity
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Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
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On Craig's theorem and its generalizations
A reformulation of the criteria for the independence of quadratic functions in normal variables
Principal components regression estimator and a test for the restrictions
Multivariate versions of Cochran's theorems
A tale of two countries: The Craig-Sakamoto-Matusita theorem
A brief survey of lmp rank tests for random effects in one and two-way models
Nonnegative (s,t)-potent matrices
Multivariate hypothesis testing using generalized and {2}-inverses – with applications
A note on the generalisation of cochran’s theorem
Sharp partial order and linear autonomous systems
Testing the functional constraints on parameters in regressions with variables of different frequency
On the Distribution of Matrix Quadratic Forms
Powers of matrices and idempotency
Wishartness and independence of matrix quadratic forms in a normal random matrix
Characterizations of r-potent matrices
A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
Characterizations of products of symmetric matrices
On singular elliptical models
Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes
Model-free tests for series correlation in multivariate linear regression
Univariate likelihood projections and characterizations of the multivariate normal distribution
The role of powers of matrices in determining the distribution of quadratic forms involving the complex normal distribution
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables
Cochran's statistical theorem revisited
An invariance property of common statistical tests

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