Multivariate versions of Cochran theorems

DOI10.1016/S0024-3795(98)10239-2zbMath0928.62040MaRDI QIDQ1300857

Chi Song Wong, Hua Cheng, Joe Masaro

Publication date: 11 January 2000

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

factorizationMoore-Penrose inverseKronecker productWishart distributioncovariance structureorthogonal projectionCochran theoremfamily of orthogonal subspacesmaximal invariant function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (4)

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 ⋮ Wishart-Laplace distributions associated with matrix quadratic forms ⋮ Cochran theorems for a multivariate vector-elliptically contoured model. II

Cites Work

• Multivariate versions of Cochran's theorems
• Multivariate versions of Cochran's theorems. II
• Wishart and chi-square distributions associated with matrix quadratic forms
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