Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
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The author gives sufficient and necessary conditions under which a matrix quadratic form \(Y'WY\) with a symmetric \(W\) and a general covariance \(\Sigma_{\gamma}\) is distributed as a difference of two independent (noncentral) Wishart random matrices.
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Cites work
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- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- Linear Combinations of Non-Central Chi-Square Variates
- Multivariate versions of Cochran's theorems
- On noncentral generalized Laplacianness of quadratic forms in normal variables
- 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
- Some Matrix Results and Extensions of Cochran’s Theorem
- The commutation matrix: Some properties and applications
- The Distribution of a Quadratic Form of Normal Random Variables
- The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
- Wishart-Laplace distributions associated with matrix quadratic forms
- Wishartness and independence of matrix quadratic forms in a normal random matrix
- Wishartness of quadratic forms: a characterization via Jordan algebra representations
Cited in
(5)- On noncentral generalized Laplacianness of quadratic forms in normal variables
- Multiplying a Gaussian matrix by a Gaussian vector
- On Laplacianness of Hermitian quadratic and bilinear forms in complex normal variables
- scientific article; zbMATH DE number 29784 (Why is no real title available?)
- Wishart-Laplace distributions associated with matrix quadratic forms
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