Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model

Authors:	Dean M Young John W Seaman Laurie M Meaux

Institution:	^a Baylor University;^b University of Arkansas

Abstract:	Consider the multivariate linear model for the random matrixY_n×pMN(XB, VΣ), whereBis the parameter matrix,Xis a model matrix, not necessarily of full rank, andVΣ is annp×nppositive-definite dispersion matrix. This paper presents sufficient conditions on the positive-definite matrixVsuch that the statistics for testingH₀: CB=0vsH_a: CB≠0have the same distribution as under the i.i.d. covariance structureIΣ.

Keywords:	multivariate quadratic forms Wishart random matrices model robustness common nonnegative definite solutions to a pair of matrix equations
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