A Brief Derivation of Necessary and Sufficient Conditions for a Family of Matrix Quadratic Forms to Have Mutually Independent Non-Central Wishart Distributions

Author:

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

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. Baksalary, J.K., Bernstein, D.S. and Trenkler, G. (2010). On the equality between rank and trace of an idempotent matrix. Appl. Math. Comput. 217, 4076–4080.

2. Boik, R.J. (1988). The mixed model for multivariate repeated measures: validity conditions and an approximate test. Psychometrika 53, 469–486.

3. Graybill, F.A. (1976). Theory and application of the linear model. Duxbery Press, North Scituate.

4. Hu, J. (2008). Wishartness and independence of matrix quadratic forms in a normal random matrix. J. Multivar. Anal. 99, 555–571.

5. Kollo, T. and von Rosen, D. (2005). Advanced multivariate statistics with matrices. Springer, Dordrecht.

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