Wishartness and independence of matrix quadratic forms in a normal random matrix

DOI10.1016/j.jmva.2007.01.012zbMath1132.62036OpenAlexW2080620167MaRDI QIDQ2476151

Jian-Hua Hu

Publication date: 11 March 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.01.012

zbMATH Keywords

independenceWishart distributionCochran's theoremnoncentral Wishart distributionmatrix quadratic formWishartness

Mathematics Subject Classification ID

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

Related Items (9)

On the Distribution of Matrix Quadratic Forms ⋮ Estimation of parameters in the growth curve model via an outer product least squares approach for covariance ⋮ A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions ⋮ Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares ⋮ Estimation for an additive growth curve model with orthogonal design matrices ⋮ Properties of the explicit estimators in the extended growth curve model ⋮ Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms ⋮ Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model ⋮ Estimation of parameters in the extended growth curve model via outer product least squares for covariance

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