A multivariate one-way classification model with random effects

DOI10.1016/0047-259X(84)90063-0zbMath0542.62044MaRDI QIDQ795443

John G. Saw, James R. Schott

Publication date: 1984

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

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatorsrandom effects modeldistribution of latent roots

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

On rates of convergence of information theoretic criterion in rank determination of one-way random effects models ⋮ Reduced-rank estimation of the difference between two covariance matrices ⋮ Reduced-rank models for interaction in unequally replicated two-way classifications ⋮ MANOVA in the multivariate components of variance model ⋮ The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances ⋮ A note on the critical values used in stepwise tests for multiplicative components of interaction ⋮ Multivariate components of covariance model in unbalanced case ⋮ Testing dimensionality in the multivariate analysis of variance ⋮ Limiting distribution of roots with differential rates of convergence ⋮ On detection of the number of signals when the noise covariance matrix is arbitrary ⋮ Asymptotics for testing hypothesis in some multivariate variance components model under non-normality ⋮ Hypotheses tests for variance components in some multivariate mixed models

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• Zur Abschätzung von Matrizennormen
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• Upper percentage points of the largest root of a matrix in multivariate analysis
• On the distribution of the largest characteristic root of a matrix in multivariate analysis
• A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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