Cochran theorems for a multivariate elliptically contoured model

DOI10.1016/0378-3758(94)00025-QzbMath0812.62055MaRDI QIDQ1345571

Chi Song Wong, Tonghui Wang

Publication date: 15 May 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

characteristic functiongeneralized Wishart distributionmultivariate components of variance modelsmultivariate elliptically contoured random matrixMANOVA modelsstochastic spherical representation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Cochran theorems for a multivariate vector-elliptically contoured model. II ⋮ An alternative proof for a version of cochran's theorem under elliptical settings

Cites Work

• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Multivariate versions of Cochran's theorems
• Distribution of multivariate quadratic forms under certain covariance structures
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