A decomposition for a stochastic matrix with an application to MANOVA
- 作者：Mortarino ; Cinzia
- 关键词：primary 62H05 ; secondary 62H10 ; 62J10 ; Matrix quadratic form ; Wishart distribution ; Multivariate Satterthwaite's approximation ; Multivariate split-plot model ; Dihedral block symmetry covariance model
- 刊名：Journal of Multivariate Analysis
- 出版年：2005
- 期刊代码：77_0047259x
- 类别：mt
- 出版时间：January, 2005
- 卷：92
- 期：1
- 页码：134-144
- 文件大小：171 K
摘要
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.