Versions of Cochran's theorem for general quadratic expressions in normal matrices

DOI10.1016/S0378-3758(96)00084-5zbMath0937.62594MaRDI QIDQ1361758

Tonghui Wang

Publication date: 22 March 2000

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

zbMATH Keywords

inner productKronecker productWishart distributionmultivariate normal distributionCochran's theoremgeneral quadratic expression

Mathematics Subject Classification ID

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

Related Items (4)

Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures ⋮ Distribution of matrix quadratic forms under skew-normal settings ⋮ Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics ⋮ A decomposition for a stochastic matrix with an application to MANOVA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate versions of Cochran's theorems
• Multivariate versions of Cochran's theorems. II
• Distribution of multivariate quadratic forms under certain covariance structures
• On the Stochastic Independence of Two Second-Degree Polynomial Statistics in Normally Distributed Variates
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA

This page was built for publication: Versions of Cochran's theorem for general quadratic expressions in normal matrices