Cover Image

Wishart-Laplace distributions associated with matrix quadratic forms

For 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.
Year of publication:
2010
Authors: Masaro, Joe ; Wong, Chi Song
Published in:
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 5, p. 1168-1178
Publisher: Elsevier
Keywords: Matrix quadratic form Laplacian distribution Wishart distribution Jordan algebras Multivariate normal matrix Cochran theorem
Online Resource
Check full text access |
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
subito order
I need help
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008550982
Similar items by person