On Craig's theorem and its generalizations

DOI10.1016/0378-3758(95)00150-6zbMath0897.62049OpenAlexW2047719502MaRDI QIDQ1923425

Serge B. Provost

Publication date: 12 November 1996

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

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00150-6

zbMATH Keywords

independencequadratic formsbilinear formsmoment-generating functionsecond degree polynomialsnormal variablesCraig's theorem

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

An invariance property of common statistical tests ⋮ A reformulation of the criteria for the independence of quadratic functions in normal variables ⋮ A tale of two countries: The Craig-Sakamoto-Matusita theorem ⋮ Estimation in Singular Linear Models with Stochastic Linear Restrictions ⋮ A recursive approach for determining matrix inverses as applied to causal time series processes ⋮ On multiple portmanteau tests

Cites Work

• On the Stochastic Independence of Two Second-Degree Polynomial Statistics in Normally Distributed Variates
• A History of the Development of Craig's Theorem
• Notes on the distribution of quadratic forms in singular normal variables
• Note on the Independence of Certain Quadratic Forms
• Note on a Matric Theorem of A. T. Craig
• Note on the independence of certain statistics
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