For a GMANOVA-MANOVA model with normal error: Y = XB1Z1 T +B2Z2 T+ E, E- Nq×n(0, In (?) ∑), the present paper is devoted to the study of distribution of MLE, ∑, of covariance matrix ∑. The main results obtaine...For a GMANOVA-MANOVA model with normal error: Y = XB1Z1 T +B2Z2 T+ E, E- Nq×n(0, In (?) ∑), the present paper is devoted to the study of distribution of MLE, ∑, of covariance matrix ∑. The main results obtained are stated as follows: (1) When rk(Z) -rk(Z2) ≥ q-rk(X), the exact distribution of ∑ is derived, where z = (Z1,Z2), rk(A) denotes the rank of matrix A. (2) The exact distribution of |∑| is gained. (3) It is proved that ntr{[S-1 - ∑-1XM(MTXT∑-1XM)-1MTXT∑-1]∑}has X2(q_rk(x))(n-rk(z2)) distribution, where M is the matrix whose columns are the standardized orthogonal eigenvectors corresponding to the nonzero eigenvalues of XT∑-1X.展开更多
基金supported by the National Naural Science Foundation of China(Grant No.1026 1009)Mathematics Tianyuan Youth Foundation of China,
文摘For a GMANOVA-MANOVA model with normal error: Y = XB1Z1 T +B2Z2 T+ E, E- Nq×n(0, In (?) ∑), the present paper is devoted to the study of distribution of MLE, ∑, of covariance matrix ∑. The main results obtained are stated as follows: (1) When rk(Z) -rk(Z2) ≥ q-rk(X), the exact distribution of ∑ is derived, where z = (Z1,Z2), rk(A) denotes the rank of matrix A. (2) The exact distribution of |∑| is gained. (3) It is proved that ntr{[S-1 - ∑-1XM(MTXT∑-1XM)-1MTXT∑-1]∑}has X2(q_rk(x))(n-rk(z2)) distribution, where M is the matrix whose columns are the standardized orthogonal eigenvectors corresponding to the nonzero eigenvalues of XT∑-1X.
