The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma

DOI10.1016/0047-259X(80)90015-9zbMath0431.62028MaRDI QIDQ1138317

Chinubal G. Khatri

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesnecessary and sufficient conditionsWishart matrixmultivariate gamma distributionsecond degree polynomialsconnected structuredependent quadratic formsnon-central Wishart

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• A note on the joint distribution of correlated quadratic forms
• On the Stochastic Independence of Two Second-Degree Polynomial Statistics in Normally Distributed Variates
• Conditions for Wishartness and Independence of Second Degree Polynomials in a Normal Vector
• Gammaization and wishartness of dependent quadratic forms
• Remarks on a Multivariate Gamma Distribution
• A Multivariate Gamma-Type Distribution
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