Title of article
Wishart–Laplace distributions associated with matrix quadratic forms
Author/Authors
Masaro، نويسنده , , Joe and Wong، نويسنده , , Chi Song، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
11
From page
1168
To page
1178
Abstract
For a normal random matrix Y with mean zero, necessary and sufficient conditions are obtained for Y ′ W k Y to be Wishart–Laplace distributed and { Y ′ W k Y } to be independent, where each W k is assumed to be symmetric rather than nonnegative definite.
Keywords
Matrix quadratic form , Laplacian distribution , Wishart distribution , Jordan algebras , Multivariate normal matrix , Cochran theorem
Journal title
Journal of Multivariate Analysis
Serial Year
2010
Journal title
Journal of Multivariate Analysis
Record number
1565416
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