Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model

Peng Bai and Lei Shi

Journal of Multivariate Analysis, 2007, vol. 98, issue 9, 1840-1852

Abstract: This paper studies the exact distributions of the MLEs of the regression coefficient matrices in a GMANOVA-MANOVA model with normal error. The unique conditions for linear functions of the MLEs of regression coefficient matrices are presented, and the exact density functions or characteristic functions for these linear functions are derived.

Keywords: GMANOVA-MANOVA; model; MLE; Linear; function; Distribution; Hypergeometric; function (search for similar items in EconPapers)
Date: 2007
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