Rank of a quadratic form in an elliptically contoured matrix random variable

DOI10.1016/0167-7152(91)90056-WzbMath0738.15013OpenAlexW2037937377MaRDI QIDQ1181091

T. Varga, Arjun K. Gupta

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90056-w

zbMATH Keywords

eigenvaluesquadratic formrankrandom variableelliptically contoured matrix

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Quadratic and bilinear forms, inner products (15A63)

Related Items

A simplified version of Cochran's theorem in mixed linear models ⋮ Some Inference Problems for Matrix Variate Elliptically Contoured Distributions

Cites Work

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• On the theory of elliptically contoured distributions
• The non-singularity of generalized sample covariance matrices
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• Establishing the Positive Definiteness of the Sample Covariance Matrix