Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics

DOI10.1007/s00362-006-0373-0zbMath1148.62036OpenAlexW1998606095MaRDI QIDQ949425

Akhil K. Vaish, Narasinga Rao Chaganty

Publication date: 21 October 2008

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0373-0

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Matrix equations and identities (15A24)

Related Items (1)

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

Cites Work

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• Multivariate versions of Cochran's theorems
• Multivariate versions of Cochran's theorems. II
• Multivariate versions of Cochran theorems
• Versions of Cochran's theorem for general quadratic expressions in normal matrices
• Wishart and chi-square distributions associated with matrix quadratic forms
• An invariance property of common statistical tests
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• Distribution of multivariate quadratic forms under certain covariance structures
• Conditions for Wishartness and Independence of Second Degree Polynomials in a Normal Vector

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