Distribution of multivariate quadratic forms under certain covariance structures
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- scientific article; zbMATH DE number 3456316 (Why is no real title available?)
- scientific article; zbMATH DE number 3195821 (Why is no real title available?)
- Multivariate Analysis of Variance in a Randomized Blocks Design when Covariance Matrices are Unequal
- Necessary and Sufficient Conditions for F Ratios in the L × J × K Factorial Design with Two Repeated Factors
- On Independence of Sample Mean and Translation Invariant Statistics of Samples from Multivariate Normal Populations
- On the robustness of least squares procedures in regression models
- Testing regression function adequacy with correlation and without replication
- Unbiased F Tests for Factorial Experiments for Correlated Data
Cited in
(24)- Probabilistic multidimensional scaling: An anisotropic model for distance judgments
- Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
- Multivariate versions of Cochran's theorems
- Independence distribution preserving covariance structures for the multivariate linear model
- Cochran theorems for a multivariate vector-elliptically contoured model. II
- Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
- Cochran theorems for a multivariate elliptically contoured model
- Versions of Cochran's theorem for general quadratic expressions in normal matrices
- Wishart and chi-square distributions associated with matrix quadratic forms
- Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
- Wishartness and independence of matrix quadratic forms in a normal random matrix
- A decomposition for a stochastic matrix with an application to MANOVA
- A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
- scientific article; zbMATH DE number 4169875 (Why is no real title available?)
- Distribution theory of quadratic forms for matrix multivariate elliptical distribution
- On the distribution of quadratic forms and applications in the analysis of repeated measurements
- Independence distribution preserving joint covariance structures for the multivariate two-group case
- Experimental designs with dependent observations: New results and comments on previous results
- scientific article; zbMATH DE number 813682 (Why is no real title available?)
- Double-dimensional distributions: another approach to "quartic" distributions
- A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions
- Robust tests for multivariate repeated measures with small samples
- Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics
- Wishart-Laplace distributions associated with matrix quadratic forms
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