MANOVA in the multivariate components of variance model

Conditions are obtained for the multivariate components of variance model to admit a multivariate analysis of variance (MANOVA). MANOVA in this setup is defined as a partition of the sum of squares and sum of products matrix into independent Wishart matrices. A minimal sufficient statistic is exhibited using the terms in the MANOVA and its completeness is discussed. The results are illustrated using examples.

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Year of publication:	1989
Authors:	Mathew, Thomas
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 29.1989, 1, p. 30-38
Publisher:	Elsevier
Keywords:	multivariate components of variance MANOVA partial MANOVA minimal sufficiency completeness balanced models exchangeability

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

Persistent link: https://www.econbiz.de/10005153285