Non-central Cochran's theorem for elliptically contoured distributions

DOI10.1007/BF02582021zbMath0612.62074MaRDI QIDQ3753302

Jianqing Fan

Publication date: 1986

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

zbMATH Keywords

elliptically contoured distributionsgeneralized non-central chi square distributionmatrix spherical distributionnon-central Cochran's theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

Related Items (6)

Noncentral matrix quadratic forms of the skew elliptical variables ⋮ On the non-stochastic ordering of some quadratic forms ⋮ A recursive approach for determining matrix inverses as applied to causal time series processes ⋮ The probability content of cones in isotropic random fields ⋮ Noncentral quadratic forms of the skew elliptical variables ⋮ Power analysis for linear models with spherical errors

Cites Work

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• Elliptically Symmetric Distributions: A Review and Bibliography
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

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