A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions

DOI10.1007/S13171-021-00260-5MaRDI QIDQ6133727zbMATHOpenAlexFDO

Authors Phil D. Young, Joshua D. Patrick, Dean M. Young

Publication date 21 August 2023

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13171-021-00260-5

zbMATH Keywords

Kronecker productmatrix equationsmatrix tracegeneralized inverse matrixchi-square random variable

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Theory of matrix inversion and generalized inverses (15A09) Quadratic and bilinear forms, inner products (15A63)

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Cites work

• scientific article; zbMATH DE number 3465460 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• scientific article; zbMATH DE number 2171896 (Why is no real title available?)
• Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector
• Distribution of multivariate quadratic forms under certain covariance structures
• Multivariate versions of Cochran theorems
• Multivariate versions of Cochran's theorems. II
• Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics
• On the equality between rank and trace of an idempotent matrix
• The mixed model for multivariate repeated measures: Validity conditions and an approximate test
• Wishart and chi-square distributions associated with matrix quadratic forms
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• Wishartness and independence of matrix quadratic forms in a normal random matrix

Cited in

(5)

• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• Wishart distributions associated with matrix quadratic forms
• scientific article; zbMATH DE number 4169875 (Why is no real title available?)
• Wishart and chi-square distributions associated with matrix quadratic forms
• Wishartness and independence of matrix quadratic forms in a normal random matrix

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