Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector

DOI10.1007/s13171-016-0081-3zbMath1361.15018OpenAlexW2285196615MaRDI QIDQ505485

Phil D. Young, Dean M. Young

Publication date: 25 January 2017

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-016-0081-3

zbMATH Keywords

covariance matrixgeneralized inverseindependent chi-squared-generating covariance structuresnon-central chi-squared random variablenonnegative definite matricespositive definite covariance matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10) Quadratic and bilinear forms, inner products (15A63)

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Cites Work

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