Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
From MaRDI portal
Publication:979014
DOI10.1016/j.laa.2010.04.010zbMath1195.15025MaRDI QIDQ979014
Publication date: 25 June 2010
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2010.04.010
independence; Kronecker product; Wishart distributions; Cochran's theorem; Wishart random matrices; matrix quadratic forms; noncentral Wishart distributions
62H10: Multivariate distribution of statistics
62H15: Hypothesis testing in multivariate analysis
15B52: Random matrices (algebraic aspects)
15A63: Quadratic and bilinear forms, inner products
15A69: Multilinear algebra, tensor calculus
Cites Work
- The commutation matrix: Some properties and applications
- Wishart-Laplace distributions associated with matrix quadratic forms
- Multivariate versions of Cochran's theorems
- On noncentral generalized Laplacianness of quadratic forms in normal variables
- Wishartness and independence of matrix quadratic forms in a normal random matrix
- The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
- Some Matrix Results and Extensions of Cochran’s Theorem
- On the distribution of quadratic forms in normal random variables
- ON THE PROBABILITY THAT TWO INDEPENDENT DISTRIBUTIONS OF FREQUENCY ARE REALLY SAMPLES FROM THE SAME PARENT POPULATION
- Decomposition of Symmetric Matrices and Distributions of Quadratic Forms
- Linear Combinations of Non-Central Chi-Square Variates
- The Distribution of a Quadratic Form of Normal Random Variables
- Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
- Distribution of Definite and of Indefinite Quadratic Forms
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item