Linear generalizations of various matric-t distributions

DOI10.1080/03610928708829597zbMath0648.62051OpenAlexW2161550442MaRDI QIDQ3793541

Cay A. van der Merwe, Daan G. Nel

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829597

zbMATH Keywords

identitiesquadratic formsWishart matricesmultivariate Behrens-Fisher problemmatric-t variateinvariant polynomials with matrix argumentslinear sumschi-square variates

Mathematics Subject Classification ID

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

Related Items (2)

The exact distributions of the univariate and multivariate behrens-fisher statistics with a comparison of several solutions in the univariate case ⋮ An alternative bayesian approach to the multivariate behrens-fisher problem

Cites Work

• A solution to the multivariate behrens-fisher problem
• Quadratic forms of a matric-t variate
• Some properties of invariant polynomials with matrix arguments and their applications in econometrics
• Pseudo confidence regions for the solution of a multivariate linear functional relationship
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Some Non-Central Distribution Problems in Multivariate Analysis
• Application of the Method of Mixtures to Quadratic Forms in Normal Variates
• Note on the Distribution of a Definite Quadratic Form

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