A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions

DOI10.1007/s13171-021-00260-5zbMath1521.15022OpenAlexW3202993026MaRDI QIDQ6133727

Joshua D. Patrick, Dean M. Young, Phil D. Young

Publication date: 21 August 2023

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

Full work available at URL: https://doi.org/10.1007/s13171-021-00260-5

zbMATH Keywords

matrix equationsKronecker productmatrix tracegeneralized inverse matrixchi-square random variable

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52) Quadratic and bilinear forms, inner products (15A63)

Cites Work

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• The mixed model for multivariate repeated measures: Validity conditions and an approximate test
• Distribution of multivariate quadratic forms under certain covariance structures

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