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

DOI10.1016/j.laa.2010.04.010zbMath1195.15025OpenAlexW2003870565MaRDI 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

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) Random matrices (algebraic aspects) (15B52) Quadratic and bilinear forms, inner products (15A63) Multilinear algebra, tensor calculus (15A69)

Cites Work

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• 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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