A decomposition for a stochastic matrix with an application to MANOVA

Cinzia Mortarino

Journal of Multivariate Analysis, 2005, vol. 92, issue 1, 134-144

Abstract: The aim of this paper is to propose a simple method in order to evaluate the (approximate) distribution of matrix quadratic forms when Wishartness conditions do not hold. The method is based upon a factorization of a general Gaussian stochastic matrix as a special linear combination of nonstochastic matrices with the standard Gaussian matrix. An application of previous result is proposed for matrix quadratic forms arising in MANOVA for a multivariate split-plot design with circular dependence structure.

Keywords: Matrix; quadratic; form; Wishart; distribution; Multivariate; Satterthwaite's; approximation; Multivariate; split-plot; model; Dihedral; block; symmetry; covariance; model (search for similar items in EconPapers)
Date: 2005
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