On approximating a linear combination of central wishart matrices with positive coefficients

DOI10.1080/03610928308828625zbMath0527.62026OpenAlexW2113525985MaRDI QIDQ3042178

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Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828625

zbMATH Keywords

generalized varianceSatterthwaite approximationpositive coefficientslinear combinations of central Wishart matricesMANOVA random effects modelsWishart approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

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Cites Work

• Unnamed Item
• The distribution of a truncated linear difference between independent chi-square variates
• Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root
• On approximating the non-central wishart distribution by central wishart distribution a monte carlo study
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Exact distributions of Wilks's likelihood ratio criterion
• Linear Combinations of Non-Central Chi-Square Variates

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