A test to determine closeness of multivariate Satterthwaite's approximation

DOI10.1006/jmva.1994.1057zbMath0806.62041OpenAlexW2052317959MaRDI QIDQ1340289

Thomas Mathew, Daan G. Nel, André I. Khuri

Publication date: 24 January 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1057

zbMATH Keywords

necessary and sufficient conditioncentral Wishart distributionbalanced multivariate mixed modelexact approximationnonnegative linear combination of mean square matricesSatterthwaite's approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix ⋮ Linear Models with Doubly Exchangeable Distributed Errors ⋮ A decomposition for a stochastic matrix with an application to MANOVA ⋮ Unnamed Item

This page was built for publication: A test to determine closeness of multivariate Satterthwaite's approximation