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ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION-INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS |
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| Authors: | DEAN M.YOUNG PATRICK L. ODELL JOHN W. SEAMAN JR. |
| Affiliation: | Baylor University |
| Abstract: | 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. |
| Keywords: | Independence assumptions multivariate quadratic forms matrix equations |