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A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions - MaRDI portal

A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions (Q6133727)

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scientific article; zbMATH DE number 7730306
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A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions
scientific article; zbMATH DE number 7730306

    Statements

    A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions (English)
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    21 August 2023
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    matrix trace
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    Kronecker product
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    chi-square random variable
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    matrix equations
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    generalized inverse matrix
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