Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

DOI10.1080/03081080500149040zbMath1083.15007MaRDI QIDQ5693575

Yongge Tian, George P. H. Styan

Publication date: 26 September 2005

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081080500149040

zbMATH Keywords

Kronecker product; Wishart distribution; chi-squared distribution; idempotent matrix; rank additivity; rank formulas for partitioned matrices; matrix quadratic form; rank equalities; quadratic forms in normal variables; matrix version of Chochran's theorem; outer inverse of a matrix; rank substractivity

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

15A09: Theory of matrix inversion and generalized inverses

15A24: Matrix equations and identities

15A63: Quadratic and bilinear forms, inner products

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Cites Work

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• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• On a matrix version of Cochran's statistical theorem
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• Some results concerning normalr- potent operators
• Conditions for Wishartness and Independence of Second Degree Polynomials in a Normal Vector
• Some Matrix Results and Extensions of Cochran’s Theorem
• On the distribution of quadratic forms in normal random variables
• Characterizations of r-potent matrices