Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model
Article
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. https://doi.org/10.1006/jmva.2001.2040
Article Title | Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model |
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ERA Journal ID | 814 |
Article Category | Article |
Authors | |
Author | Khan, Shahjahan |
Journal Title | Journal of Multivariate Analysis |
Journal Citation | 83, pp. 124-140 |
Number of Pages | 17 |
Year | 2002 |
Place of Publication | USA |
ISSN | 0047-259X |
1095-7243 | |
Digital Object Identifier (DOI) | https://doi.org/10.1006/jmva.2001.2040 |
Web Address (URL) | https://www.sciencedirect.com/science/article/pii/S0047259X01920408 |
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 |
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 |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490506. Probability theory | |
Byline Affiliations | Department of Mathematics and Computing |
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