Article ID Journal Published Year Pages File Type
1146619 Journal of Multivariate Analysis 2010 11 Pages PDF
Abstract

For a normal random matrix YY with mean zero, necessary and sufficient conditions are obtained for Y′WkYY′WkY to be Wishart–Laplace distributed and {Y′WkY}{Y′WkY} to be independent, where each WkWk is assumed to be symmetric rather than nonnegative definite.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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