Elliptically contoured model and factorization of wllks1A

DOI10.1080/03610919708813412MaRDI QIDQ4387668zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, D. G. Kabe

Publication date 25 November 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813412

zbMATH Keywords

Bartlett decompositioncanonical variablescollinearity factorsdirection factorsdiscriminant functionselliptically contoured modelgoodness of fit testsWilks' Lambda factors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

Recommendations

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• On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices
• Some properties of beta functions and the distribution for the product of independent beta random variables

Cites work

• Complex elliptically symmetric distributions
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

Cited in

(1)

• DIRECTION AND COLLINEARITY FACTORS OF WILK'S A ASSOCIATED WITH THE GROWTH CURVE MODEL

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