A decomposition for a stochastic matrix with an application to MANOVA

✍ Scribed by Cinzia Mortarino

• Book ID: 104269914
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 171 KB
• Volume: 92
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1016/s0047-259x(03)00135-0

✦ Synopsis

The aim of this paper is to propose a simple method in order to evaluate the (approximate) distribution of matrix quadratic forms when Wishartness conditions do not hold. The method is based upon a factorization of a general Gaussian stochastic matrix as a special linear combination of nonstochastic matrices with the standard Gaussian matrix. An application of previous result is proposed for matrix quadratic forms arising in MANOVA for a multivariate split-plot design with circular dependence structure.