AbstractFor a normal random matrix Y with mean zero, necessary and sufficient conditions are obtained for Y′WkY to be Wishart–Laplace distributed and {Y′WkY} to be independent, where each Wk is assumed to be symmetric rather than nonnegative definite
If the elements of a matrix $S$ follow a central Wishart distribution $W_{k}(n,\Sigma)$ and $a'\Sigm...
AbstractLet M be a random symmetric real p-matrix of Wishart distribution with k degrees of freedom ...
AbstractLet Y be an n×p multivariate normal random matrix with general covariance ΣY and W be a symm...
For a normal random matrix Y with mean zero, necessary and sufficient conditions are obtained for Y'...
AbstractLet Y be an n×p multivariate normal random matrix with general covariance ΣY. The general co...
Let Y be an nxp multivariate normal random matrix with general covariance [Sigma]Y. The general cova...
AbstractFor a normal random matrix Y with mean zero, necessary and sufficient conditions are obtaine...
AbstractFor a normally distributed random matrixYwith a general variance–covariance matrixΣY, and fo...
For a normally distributed random matrixYwith a general variance-covariance matrix[Sigma]Y, and for ...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
A generalization of the distribution of the multivariate quadratic form XAX ′, where X is a (p × n) ...
Recently Magnus and Neudecker [3] derived the dispersion matrix of vec X'X, when X' is a pxn random ...
AbstractIn this paper it is shown that every nonnegative definite symmetric random matrix with indep...
AbstractRecently Magnus and Neudecker [3] derived the dispersion matrix of vec X′X, when X′ is a p ×...
AbstractFor a real, Hermitian, or quaternion normal random matrix Y with mean zero, necessary and su...
If the elements of a matrix $S$ follow a central Wishart distribution $W_{k}(n,\Sigma)$ and $a'\Sigm...
AbstractLet M be a random symmetric real p-matrix of Wishart distribution with k degrees of freedom ...
AbstractLet Y be an n×p multivariate normal random matrix with general covariance ΣY and W be a symm...
For a normal random matrix Y with mean zero, necessary and sufficient conditions are obtained for Y'...
AbstractLet Y be an n×p multivariate normal random matrix with general covariance ΣY. The general co...
Let Y be an nxp multivariate normal random matrix with general covariance [Sigma]Y. The general cova...
AbstractFor a normal random matrix Y with mean zero, necessary and sufficient conditions are obtaine...
AbstractFor a normally distributed random matrixYwith a general variance–covariance matrixΣY, and fo...
For a normally distributed random matrixYwith a general variance-covariance matrix[Sigma]Y, and for ...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
A generalization of the distribution of the multivariate quadratic form XAX ′, where X is a (p × n) ...
Recently Magnus and Neudecker [3] derived the dispersion matrix of vec X'X, when X' is a pxn random ...
AbstractIn this paper it is shown that every nonnegative definite symmetric random matrix with indep...
AbstractRecently Magnus and Neudecker [3] derived the dispersion matrix of vec X′X, when X′ is a p ×...
AbstractFor a real, Hermitian, or quaternion normal random matrix Y with mean zero, necessary and su...
If the elements of a matrix $S$ follow a central Wishart distribution $W_{k}(n,\Sigma)$ and $a'\Sigm...
AbstractLet M be a random symmetric real p-matrix of Wishart distribution with k degrees of freedom ...
AbstractLet Y be an n×p multivariate normal random matrix with general covariance ΣY and W be a symm...
DOI
Add to ORKG