Multivariate versions of Cochran's theorems. II

DOI10.1006/jmva.1993.1008zbMath0765.62057OpenAlexW1980139209MaRDI QIDQ1209610

Tonghui Wang, Chi Song Wong

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1006/jmva.1993.1008

zbMATH Keywords

spectral decompositiongeneralized inverseKronecker productWishart distributioninner product spacesouter productself-adjoint operatorsmultivariate normal vectorcommutation operatorsgeneral easily checkable Cochran theoremindependent Wishart random operatorsnormal random operator

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Quadratic and bilinear forms, inner products (15A63) Basic linear algebra (15A99) Vector spaces, linear dependence, rank, lineability (15A03)

Related Items (15)

Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures ⋮ Tensor products and statistics ⋮ On the Distribution of Matrix Quadratic Forms ⋮ Estimating covariance in a growth curve model ⋮ Versions of Cochran's theorem for general quadratic expressions in normal matrices ⋮ Wishart and chi-square distributions associated with matrix quadratic forms ⋮ A simplified version of Cochran's theorem in mixed linear models ⋮ A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions ⋮ Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics ⋮ Wishartness and independence of matrix quadratic forms in a normal random matrix ⋮ Wishart-Laplace distributions associated with matrix quadratic forms ⋮ A decomposition for a stochastic matrix with an application to MANOVA ⋮ Wishart distributions associated with matrix quadratic forms ⋮ Cochran theorems for a multivariate vector-elliptically contoured model. II ⋮ Multivariate versions of Cochran theorems

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