ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION‐INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS

DOI10.1111/j.1467-842X.1994.tb00641.xzbMath0829.62058MaRDI QIDQ4851449

Dean M. Young, Patrick L. Odell, John W. jun. Seaman

Publication date: 10 October 1995

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

characterizationsample mean vectorindependence assumptionsmultivariate quadratic formsjoint dependency structurematrix normal random matrixtranslation invariant statistics

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01) Matrix equations and identities (15A24)

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