Cochran theorems for a multivariate vector-elliptically contoured model. Part II

被引：0

作者：

Wong, CS

Cheng, H

机构：

[1] Univ Windsor, Dept Math & Stat, Windsor, ON N9B 3P4, Canada

[2] Univ Prince Edward Isl, Charlottetown, PE PE1, Canada

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1999年 / 79卷 / 02期

关键词：

Cochran theorem; congruent matrix variables; gamma random variable; generalized Wishart distribution; idempotent; multivariate normal and elliptically contoured; distributions; Moore-Penrose inverse; quadratic form; spectral theorem; zonal polynomial;

D O I：

10.1016/S0378-3758(98)00259-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let Y be a vector-elliptically contoured distributed n by p random matrix associated with a gamma (alpha, beta) random variable, where the mean of Y need not be zero and the covariance of Y may be singular and need not be the Kronecker product of the design covariance and the population covariance. A Cochran theorem about the quadratic forms of Y is obtained, when alpha=np and beta=2, it yields the most general Cochran theorem for a normal Y. (C) 1999 Published by Elsevier Science B.V. All rights reserved.

引用

页码：299 / 324

页数：26

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