Wishart-Laplace distributions associated with matrix quadratic forms
From MaRDI portal
Publication:962212
DOI10.1016/j.jmva.2009.12.013zbMath1185.62097OpenAlexW2067402596MaRDI QIDQ962212
Publication date: 6 April 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.013
Jordan algebrasWishart distributionCochran theoremLaplacian distributionmatrix quadratic formmultivariate normal matrix
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
- Covariance hypothesis which are linear in both the covariance and the inverse covariance
- MANOVA in the multivariate components of variance model
- Multivariate versions of Cochran's theorems
- Multivariate versions of Cochran's theorems. II
- Multivariate versions of Cochran theorems
- Lattice models for conditional independence in a multivariate normal distribution
- An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
- Estimating covariance in a growth curve model
- Wishart and chi-square distributions associated with matrix quadratic forms
- On transformations and determinants of Wishart variables on symmetric cones
- Quadratic and inverse regressions for Wishart distributions.
- Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
- Wishart distributions associated with matrix quadratic forms
- On noncentral generalized Laplacianness of quadratic forms in normal variables
- Distribution of multivariate quadratic forms under certain covariance structures
This page was built for publication: Wishart-Laplace distributions associated with matrix quadratic forms
