Independence distribution preserving covariance structures for the multivariate linear model
type: Item
instance of: scholarly article
title: Independence distribution preserving covariance structures for the multivariate linear model
zbMATH Open document ID: 0927.62057
author: Dean M. Young
author: John W. jun. Seaman
author: Laurie M. Meaux
published in: Journal of Multivariate Analysis
publication date: 1999-05-26T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 1271308
zbMATH Keywords: multivariate quadratic forms
zbMATH Keywords: Wishart random matrices
zbMATH Keywords: model robustness
zbMATH Keywords: common nonnegative definite solutions
MaRDI profile type: Publication
full work available at URL: jmva.1998.1787
OpenAlex ID: W2077725959
cites work: Q3796553
cites work: Nonnegative definite and positive definite solutions to the matrix equationAXA*=B
cites work: On the robustness of least squares procedures in regression models
cites work: A sufficient condition on the covariance matrix for F tests in linear models to be valid
cites work: Q4747406
cites work: When Does Rank(A+B)=Rank(A)+Rank(B)?
cites work: Q4050723
cites work: Q3223712
cites work: Q4854093
cites work: Q3497048
cites work: Q5750194
cites work: Multivariate versions of Cochran's theorems
DOI: 10.1006/JMVA.1998.1787
description: scientific article; zbMATH DE number 1271308