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

DOI10.1016/J.LAA.2010.04.010zbMATH Open1195.15025OpenAlexW2003870565MaRDI QIDQ979014FDOQ979014

Authors: Jianhua 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

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zbMATH Keywords

independenceKronecker productWishart distributionsCochran's theoremWishart random matricesmatrix quadratic formsnoncentral Wishart distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Multilinear algebra, tensor calculus (15A69) Random matrices (algebraic aspects) (15B52) Quadratic and bilinear forms, inner products (15A63)

Cites Work

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• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
• Wishartness of quadratic forms: a characterization via Jordan algebra representations
• On noncentral generalized Laplacianness of quadratic forms in normal variables
• Some Matrix Results and Extensions of Cochran’s Theorem
• Wishart-Laplace distributions associated with matrix quadratic forms
• ON THE PROBABILITY THAT TWO INDEPENDENT DISTRIBUTIONS OF FREQUENCY ARE REALLY SAMPLES FROM THE SAME PARENT POPULATION
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Cited In (4)

• Wishart-Laplace distributions associated with matrix quadratic forms
• On Laplacianness of Hermitian quadratic and bilinear forms in complex normal variables
• On noncentral generalized Laplacianness of quadratic forms in normal variables
• Multiplying a Gaussian matrix by a Gaussian vector

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