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ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION‐INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS
Author(s) -
M.YOUNG DEAN,
ODELL PATRICK L.,
SEAMAN JOHN W.
Publication year - 1994
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1994.tb00641.x
Subject(s) - statistics , independence (probability theory) , invariant (physics) , mathematics , sample mean and sample covariance , matrix (chemical analysis) , dependency (uml) , translation (biology) , random matrix , computer science , artificial intelligence , physics , eigenvalues and eigenvectors , biochemistry , materials science , chemistry , composite material , estimator , messenger rna , mathematical physics , gene , quantum mechanics
Summary We present an explicit characterization of the joint dependency structure of an n × p matrix normal random matrix such that the p‐dimensional sample mean vector is independent of all translation invariant statistics.