Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model

JOURNAL OF MULTIVARIATE ANALYSIS

卷:98

Article

Bai, Peng ; Shi, Lei

关键词: GMANOVA-MANOVA model;    MLE;    linear function;    distribution;    hypergeometric function;   

DOI  :  10.1016/j.jmva.2007.06.001

来源: Elsevier

【 摘 要 】

This paper studies the exact distributions of the MLEs of the regression coefficient matrices in a GMANOVA-MANOVA model with normal error. The unique conditions for linear functions of the MLEs of regression coefficient matrices are presented, and the exact density functions or characteristic functions for these linear functions are derived. (c) 2007 Elsevier Inc. All rights reserved.

【 授权许可】

Free