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Nonnegative definite solutions to matrix equations with applications to multivariate test statistics

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  • Akhil Vaish
  • N. Rao Chaganty

Abstract

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Suggested Citation

  • Akhil Vaish & N. Rao Chaganty, 2008. "Nonnegative definite solutions to matrix equations with applications to multivariate test statistics," Statistical Papers, Springer, vol. 49(1), pages 87-99, March.
    • Handle: RePEc:spr:stpapr:v:49:y:2008:i:1:p:87-99
    DOI: 10.1007/s00362-006-0373-0
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    References listed on IDEAS

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    1. Mathew, Thomas & Nordström, Kenneth, 1997. "Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms," Journal of Multivariate Analysis, Elsevier, vol. 61(1), pages 129-143, April.
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    Cited by:

    1. Phil D. Young & Joshua D. Patrick & Dean M. Young, 2023. "A Brief Derivation of Necessary and Sufficient Conditions for a Family of Matrix Quadratic Forms to Have Mutually Independent Non-Central Wishart Distributions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 478-484, February.

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    More about this item

    Keywords

    Primary 62H10; 62E15; Secondary 15A63;
    All these keywords.

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