Khan, Shahjahan (2002) Distribution of sum of squares and products matrices for the generalized multilinear matrixT model. Journal of Multivariate Analysis, 83. pp. 124140. ISSN 0047259X

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Official URL: http://dx.doi.org/10.1006/jmva.2001.2040
Abstract
The generalized multilinear model with the matrixT 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 
Publisher:  Elsevier 
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; matrixT distribution; sum of squares and product matrix; regression matrix; prediction distribution; Wishart distribution; invariant differentials; generalized beta and gamma distributions 
Fields of Research (FoR):  01 Mathematical Sciences > 0104 Statistics > 010499 Statistics not elsewhere classified 01 Mathematical Sciences > 0104 Statistics > 010404 Probability Theory 
SocioEconomic Objective (SEO):  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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