Brazilian Journal of Probability and Statistics

On generalized multivariate analysis of variance

José A. Díaz-García

Full-text: Open access

Abstract

This work studies the behavior of certain test criteria in multivariate analysis of variance, under the existence of multiplicity in the sample eigenvalues of the matrix SE−1SH; where SH is the matrix of sum of squares and sum of products due to the hypothesis and SE is the matrix of sum of squares and sum of products due to the error.

Article information

Source
Braz. J. Probab. Stat., Volume 25, Number 1 (2011), 1-13.

Dates
First available in Project Euclid: 3 December 2010

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1291387770

Digital Object Identifier
doi:10.1214/09-BJPS107

Mathematical Reviews number (MathSciNet)
MR2746489

Zentralblatt MATH identifier
1298.62122

Keywords
Multiplicity MANOVA Wilks’ criteria Lawley–Hotelling criterion Pillai’s criterion Roy criteria

Citation

Díaz-García, José A. On generalized multivariate analysis of variance. Braz. J. Probab. Stat. 25 (2011), no. 1, 1--13. doi:10.1214/09-BJPS107. https://projecteuclid.org/euclid.bjps/1291387770


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