| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10524553 | Journal of Multivariate Analysis | 2005 | 11 Pages |
Abstract
The aim of this paper is to propose a simple method in order to evaluate the (approximate) distribution of matrix quadratic forms when Wishartness conditions do not hold. The method is based upon a factorization of a general Gaussian stochastic matrix as a special linear combination of nonstochastic matrices with the standard Gaussian matrix. An application of previous result is proposed for matrix quadratic forms arising in MANOVA for a multivariate split-plot design with circular dependence structure.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Cinzia Mortarino,