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

zbMATH Open1217.62069MaRDI QIDQ551802FDOQ551802

Authors: Peng Bai 

Publication date: 21 July 2011

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

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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)

Cited In (8)

• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
• Title not available (Why is that?)
• Parameter estimates for two-way repeated measurement MANOVA based on multivariate Laplace distribution
• Sphericity test in a GMANOVA-MANOVA model with normal error
• Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model
• On a gmanova model likelihood ratio test criterion
• Tracy-Widom at each edge of real covariance and MANOVA estimators

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