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

MaRDI QIDQ551802zbMATH OpenFDO

Authors Peng Bai

Publication date 21 July 2011

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

distributionhypergeometric functionMLEGMANOVA-MANOVA model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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• Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
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• On a gmanova model likelihood ratio test criterion
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