MANOVA in the multivariate components of variance model
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- Mortarino, Cinzia, 2005. "A decomposition for a stochastic matrix with an application to MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 134-144, January.
- Mathew, Thomas & Nordström, Kenneth, 1997. "Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms," Journal of Multivariate Analysis, Elsevier, vol. 61(1), pages 129-143, April.
- Hu, Jianhua, 2008. "Wishartness and independence of matrix quadratic forms in a normal random matrix," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 555-571, March.
- Kim, Chulmin & Zimmerman, Dale L., 2012. "Unconstrained models for the covariance structure of multivariate longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 104-118.
- Masaro, Joe & Wong, Chi Song, 2010. "Wishart-Laplace distributions associated with matrix quadratic forms," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1168-1178, May.
- Gupta, Arjun K. & Harrar, Solomon W. & Fujikoshi, Yasunori, 2006. "Asymptotics for testing hypothesis in some multivariate variance components model under non-normality," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 148-178, January.
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Keywordsmultivariate components of variance MANOVA partial MANOVA minimal sufficiency completeness balanced models exchangeability;
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