Quadratic Forms in Disguised MatrixT-Variate

DOI10.1080/02331889808802620zbMath0886.62060OpenAlexW2056272400MaRDI QIDQ4379707

Daya K. Nagar, Arjun K. Gupta

Publication date: 10 May 1998

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889808802620

zbMATH Keywords

quadratic formsexpected valueslower (upper) triangular matrixdisguised matrix variate \(t\)-distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (1)

A simplified version of Cochran's theorem in mixed linear models

Cites Work

• Best equivariant estimators of a Cholesky decomposition
• Multivariate studentization and its applications
• On Disguised Inverted Wishart Distribution
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis

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