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)

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Multivariate versions of Cochran's theorems
A reformulation of the criteria for the independence of quadratic functions in normal variables
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A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
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Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes
Characterizations of r-potent matrices
Nonnegative (s,t)-potent matrices
On the distribution of matrix quadratic forms
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables
A tale of two countries: The Craig-Sakamoto-Matusita theorem
Wishartness and independence of matrix quadratic forms in a normal random matrix

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