Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model

This paper studies the exact distributions of the MLEs of the regression coefficient matrices in a GMANOVA-MANOVA model with normal error. The unique conditions for linear functions of the MLEs of regression coefficient matrices are presented, and the exact density functions or characteristic functions for these linear functions are derived.

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Year of publication:	2007
Authors:	Bai, Peng ; Shi, Lei
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 9, p. 1840-1852
Publisher:	Elsevier
Keywords:	GMANOVA-MANOVA model MLE Linear function Distribution Hypergeometric function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221275