RTI uses cookies to offer you the best experience online. By clicking “accept” on this website, you opt in and you agree to the use of cookies. If you would like to know more about how RTI uses cookies and how to manage them please view our Privacy Policy here. You can “opt out” or change your mind by visiting: http://optout.aboutads.info/. Click “accept” to agree.
Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
Vaish, A., & Chaganty, NR. (2004). Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures. Linear Algebra and Its Applications, 388, 379-388.
Let X be distributed as matrix normal with mean M and covariance matrix W circle times V, where W and V are nonnegative definite (nnd) matrices. In this paper we present a simple version of the Cochran's theorem for matrix quadratic forms in X. The theorem is used to characterize the class of nnd matrices W such that the matrix quadratic forms that occur in multivariate analysis of variance are independent and Wishart except for a scale factor. (C) 2003 Elsevier Inc. All rights reserved
