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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Official URL: http://dx.doi.org/10.1006/jmva.2001.2040
Identification Number or DOI: doi: 10.1006/jmva.2001.2040
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.
| Item Type: | Article (Commonwealth Reporting Category C) |
|---|---|
| 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 |
| Subjects: | 230000 Mathematical Sciences > 230200 Statistics > 230201 Probability Theory |
| Socio-Economic Objective (SEO2008): | E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences |
| ID Code: | 1050 |
| Deposited By: | |
| Deposited On: | 11 Oct 2007 10:33 |
| Last Modified: | 12 Dec 2011 16:12 |
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