Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146619 | Journal of Multivariate Analysis | 2010 | 11 Pages |
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
Joe Masaro, Chi Song Wong,