Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms
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References listed on IDEAS
- Mathew, Thomas, 1989. "MANOVA in the multivariate components of variance model," Journal of Multivariate Analysis, Elsevier, vol. 29(1), pages 30-38, April.
- Wong, C. S. & Wang, T. H., 1993. "Multivariate Versions of Cochran's Theorems II," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 146-159, January.
- Wong, Chi Song & Masaro, Joe & Wang, Tonghui, 1991. "Multivariate versions of Cochran's theorems," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 154-174, October.
- Robert Boik, 1988. "The mixed model for multivariate repeated measures: validity conditions and an approximate test," Psychometrika, Springer;The Psychometric Society, vol. 53(4), pages 469-486, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Ye, Rendao & Wang, Tonghui & Gupta, Arjun K., 2014. "Distribution of matrix quadratic forms under skew-normal settings," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 229-239.
- Akhil Vaish & N. Rao Chaganty, 2008. "Nonnegative definite solutions to matrix equations with applications to multivariate test statistics," Statistical Papers, Springer, vol. 49(1), pages 87-99, March.
- 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.
- 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.
More about this item
Keywordscomplex covariance structure group symmetry covariance model multivariate components of variance model skew-symmetric matrix;
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