The greatest invariance-group of multivariate models

A useful theorem to determine the group of all affine transformations leaving a multivariate normal test problem invariant is presented. For the MANOVA and GMANOVA test problems the well-known invariance groups are shown to be the greatest invariance-groups.

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Year of publication:	1986
Authors:	Banken, Ludger
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 19.1986, 1, p. 156-161
Publisher:	Elsevier
Keywords:	invariance-group multivariate normal models affine transformations

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

Persistent link: https://www.econbiz.de/10005160469