Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics

DOI10.1007/S00362-006-0373-0MaRDI QIDQ949425zbMATH OpenOpenAlexFDO

Authors Akhil K. Vaish, N. Rao Chaganty

Publication date 21 October 2008

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-006-0373-0

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• An invariance property of common statistical tests
• Conditions for Wishartness and Independence of Second Degree Polynomials in a Normal Vector
• Distribution of multivariate quadratic forms under certain covariance structures
• scientific article; zbMATH DE number 3885090 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• Multivariate versions of Cochran theorems
• Multivariate versions of Cochran's theorems
• Multivariate versions of Cochran's theorems. II
• Versions of Cochran's theorem for general quadratic expressions in normal matrices
• Wishart and chi-square distributions associated with matrix quadratic forms
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures

Cited in

(4)

• An invariance property of common statistical tests
• Some geometry of the cone of nonnegative definite matrices and weights of associated \(\overline{\chi}^2\) distribution
• Nonnegative definite and re-nonnegative definite solutions to a system of matrix equations with statistical applications
• A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions

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