Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model

Khan, Shahjahan (2002) Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model. Journal of Multivariate Analysis, 83. pp. 124-140. ISSN 0047-259X

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Abstract

The generalized multilinear model with the matrix-T error distribution is introduced in this paper. The sum of squares and products (SSP) matrix, as a counterpart of the Wishart matrix for the multinormal model, and the regression matrix for the errors and the observed as well as future responses are defined. The distributions of the regression matrix as well as the SSP matrix, and the prediction distribution of the future regression matrix and the future SSP matrix are derived.


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Item Type: Article (Commonwealth Reporting Category C)
Refereed: Yes
Item Status: Live Archive
Depositing User: Professor Shahjahan Khan
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 11 Oct 2007 00:33
Last Modified: 02 Jul 2013 22:35
Uncontrolled Keywords: generalized multilinear model; matrix-T distribution; sum of squares and product matrix; regression matrix; prediction distribution; Wishart distribution; invariant differentials; generalized beta and gamma distributions
Fields of Research (FOR2008): 01 Mathematical Sciences > 0104 Statistics > 010499 Statistics not elsewhere classified
01 Mathematical Sciences > 0104 Statistics > 010404 Probability Theory
Socio-Economic Objective (SEO2008): E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences
Identification Number or DOI: doi: 10.1006/jmva.2001.2040
URI: http://eprints.usq.edu.au/id/eprint/1050

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