Title of article :
Wishart distributions associated with matrix quadratic forms
Author/Authors :
Masaro، نويسنده , , Joe and Wong، نويسنده , , Chi Song، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
Pages :
9
From page :
1
To page :
9
Abstract :
For a normally distributed random matrix Y with mean zero and general covariance matrix ΣY and for a symmetric matrix W, necessary and sufficient conditions are derived for the Wishartness of Y′WY.
Keywords :
Matrix quadratic form , Wishart distribution , Cochranיs theorem
Journal title :
Journal of Multivariate Analysis
Serial Year :
2003
Journal title :
Journal of Multivariate Analysis
Record number :
1557866
Link To Document :
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