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

DOI10.1016/J.LAA.2010.04.010MaRDI QIDQ979014zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Cochran's theoremindependenceKronecker productmatrix quadratic formsnoncentral Wishart distributionsWishart distributionsWishart random matrices

Mathematics Subject Classification ID

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

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Cites work

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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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