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Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms
Authors:Yongge Tian   George P. H. Styan
Affiliation: a School of Economics, Shanghai University of Finance and Economics, Shanghai 200433, Chinab Department of Mathematics and Statistics, McGill University, Canada H3A 2K6
Abstract:We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.
Keywords:Chi-squared distribution  Idempotent matrix  Kronecker product  Matrix quadratic form  Matrix version of Cochran's theorem  Outer inverse of a matrix  Quadratic forms in normal variables  Rank additivity  Rank equalities  Rank formulas for partitioned matrices  Rank subtractivity  Wishart distribution  AMS Subject Classifications: 15A09  15A24  62H10
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