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- W2056577982 abstract "Recently Davidson (1), Kendall (3) and Shanbhag (7) have established that if U and V are independently distributed random variables such that U is non-degenerate and P ( V = 0) < 1, then the distribution of ( U 2 , 2 UV , V 2 ) is indecomposable. This implies that the distributions of ( U 2 , 2 UV , V 2 ) G and ( U 2 , U ) H, where G and H are non-singular real square matrices, are indecomposable. As observed by Shanbhag (7), from this it follows that the Wishart distribution W p (1, Σ, M) with both p and rank (Σ) ≥ 2 is indecomposable. This is an extension of a result of Lévy (5) who had shown that the distribution W p (1, Σ, 0) with Σ diagonal is indecomposable." @default.
- W2056577982 created "2016-06-24" @default.
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- W2056577982 date "1975-05-01" @default.
- W2056577982 modified "2023-09-30" @default.
- W2056577982 title "Some results on the decomposability of the distribution of quadratic expressions" @default.
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- W2056577982 doi "https://doi.org/10.1017/s0305004100051379" @default.
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