Title of article
Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model
Author/Authors
Young، نويسنده , , Dean M. and Seaman، نويسنده , , John W. and Meaux، نويسنده , , Laurie M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1999
Pages
11
From page
165
To page
175
Abstract
Consider the multivariate linear model for the random matrixYn×p∼MN(XB, V⊗Σ), whereBis the parameter matrix,Xis a model matrix, not necessarily of full rank, andV⊗Σ is annp×nppositive-definite dispersion matrix. This paper presents sufficient conditions on the positive-definite matrixVsuch that the statistics for testingH0: CB=0vsHa: CB≠0have the same distribution as under the i.i.d. covariance structureI⊗Σ.
Keywords
Wishart random matrices , model robustness , common nonnegative definite solutions to a pair of matrix equations , multivariate quadratic forms
Journal title
Journal of Multivariate Analysis
Serial Year
1999
Journal title
Journal of Multivariate Analysis
Record number
1557558
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