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Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model

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  • Bai, Peng
  • Shi, Lei
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    Abstract

    This paper studies the exact distributions of the MLEs of the regression coefficient matrices in a GMANOVA-MANOVA model with normal error. The unique conditions for linear functions of the MLEs of regression coefficient matrices are presented, and the exact density functions or characteristic functions for these linear functions are derived.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 9 (October)
    Pages: 1840-1852

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:9:p:1840-1852

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    Related research

    Keywords: GMANOVA-MANOVA model MLE Linear function Distribution Hypergeometric function;

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