Wishart distributions associated with matrix quadratic forms

DOI10.1016/S0047-259X(02)00012-XzbMath1013.62062MaRDI QIDQ1810701

Joe Masaro, Chi Song Wong

Publication date: 9 June 2003

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

zbMATH Keywords

Wishart distributionCochran's theoremmatrix quadratic forms

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

On the Distribution of Matrix Quadratic Forms ⋮ A simplified version of Cochran's theorem in mixed linear models ⋮ 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

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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