Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms

DOI10.1016/j.laa.2010.04.010zbMath1195.15025MaRDI QIDQ979014

Jian-Hua Hu

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

zbMATH Keywords

independence; Kronecker product; Wishart distributions; Cochran's theorem; Wishart random matrices; matrix quadratic forms; noncentral Wishart distributions

Mathematics Subject Classification ID

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
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