Title of article
A decomposition for a stochastic matrix with an application to MANOVA
Author/Authors
Mortarino، نويسنده , , Cinzia، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2005
Pages
11
From page
134
To page
144
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.
Keywords
Matrix quadratic form , Multivariate Satterthwaiteיs approximation , Dihedral block symmetry covariance model , Wishart distribution , Multivariate split-plot model
Journal title
Journal of Multivariate Analysis
Serial Year
2005
Journal title
Journal of Multivariate Analysis
Record number
1558065
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