scientific article; zbMATH DE number 7267176

MaRDI QIDQ5128079zbMATH OpenFDO

Authors Lanjun Yang, Peng Bai

Publication date 27 October 2020

zbMATH Keywords

AR(1) type covariance structuredistributionexistenceGMANOVA-MANOVA modeluniqueness

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Exact distribution of MLE of covariance matrix in a GMANOVA-MANOVA model

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