MANOVA in the multivariate components of variance model

DOI10.1016/0047-259X(89)90074-2zbMath0667.62052MaRDI QIDQ1117647

Thomas Mathew

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

partitioncompletenessexchangeabilitymultivariate analysis of varianceWishart matricesminimal sufficient statisticbalanced modelsmultivariate components of variance modelpartial MANOVAsum of products matrixsum of squares matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10) Sufficient statistics and fields (62B05)

Related Items

Estimating covariance in a growth curve model, Wishart and chi-square distributions associated with matrix quadratic forms, A simplified version of Cochran's theorem in mixed linear models, An optimal test for variance components of multivariate mixed-effects linear models, Unconstrained models for the covariance structure of multivariate longitudinal data, Wishartness and independence of matrix quadratic forms in a normal random matrix, Wishart-Laplace distributions associated with matrix quadratic forms, A decomposition for a stochastic matrix with an application to MANOVA, Spectral PCA for MANOVA and data over binary trees, Cochran theorems for a multivariate vector-elliptically contoured model. II, Asymptotics for testing hypothesis in some multivariate variance components model under non-normality

Cites Work

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• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
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