Name
Title | ||
|---|---|---|
Nonnegative definite and Re-nonnegative definite solutions to a system of matrix equations with statistical applications. |
Abstract | ||
|---|---|---|
Necessary and sufficient conditions are given for the existence of a nonnegative definite solution, a Re-nonnegative definite solution, a positive definite solution and a Re-positive definite solution to the system of matrix equations
AXA*=CandBXB*=D,respectively. The expressions for these special solutions are given when the consistent conditions are satisfied. Based on the new results, the characterization of the covariance matrix such that a pair of multivariate quadratic forms are distributed as independent noncentral Wishart random matrices is derived. Many results existing in the literature are extended. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1016/j.amc.2018.06.045 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Matrix equation,Nonnegative definite solution,Positive definite solution,Rank,Inertia | Applied mathematics,Expression (mathematics),Matrix (mathematics),Quadratic form,Mathematical analysis,Positive-definite matrix,Inertia,Covariance matrix,Wishart distribution,Mathematics,Random matrix | Journal |
Volume | ISSN | Citations |
338 | 0096-3003 | 0 |
PageRank | References | Authors |
0.34 | 10 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Guang-Jing Song | 1 | 45 | 7.06 |
| Shao-Wen Yu | 2 | 16 | 3.85 |