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/S13171-021-00260-5zbMATH Open1521.15022OpenAlexW3202993026MaRDI QIDQ6133727FDOQ6133727
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
Recommendations
- Wishartness and independence of matrix quadratic forms in a normal random matrix
- Wishart distributions associated with matrix quadratic forms
- On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
- Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
- Wishart and chi-square distributions associated with matrix quadratic forms
- Notes on Wishartness and independence of multivariate quadratic forms in correlated normal vectors
- Wishart-Laplace distributions associated with matrix quadratic forms
- scientific article; zbMATH DE number 29784
- On the noncentral distribution of the determinant of a complex Wishart matrix
Random matrices (algebraic aspects) (15B52) Theory of matrix inversion and generalized inverses (15A09) Quadratic and bilinear forms, inner products (15A63)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Distribution of multivariate quadratic forms under certain covariance structures
- Title not available (Why is that?)
- On the equality between rank and trace of an idempotent matrix
- Wishart and chi-square distributions associated with matrix quadratic forms
- Wishartness and independence of matrix quadratic forms in a normal random matrix
- Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector
- Multivariate versions of Cochran's theorems. II
- Multivariate versions of Cochran theorems
- Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
- Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics
- The mixed model for multivariate repeated measures: Validity conditions and an approximate test
Cited In (5)
- Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
- Wishart distributions associated with matrix quadratic forms
- Wishart and chi-square distributions associated with matrix quadratic forms
- Wishartness and independence of matrix quadratic forms in a normal random matrix
- Title not available (Why is that?)
This page was built for publication: A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6133727)
