In this paper it is shown that some distributions of the matrix variates and latent roots arising in the multivariate Behrens-Fisher discriminant problem can be explicitly expressed in terms of the invariant polynomials with two matrix arguments, due to A. W. Davis, extending the zonal polynomials of matrix argument.
Publié le : 1981-03-14
Classification:
Behrens-Fisher discriminant analysis,
invariant polynomials with two matrix arguments,
Wishart distributions,
preliminary test of equality of covariance matrices,
62H10,
62H30
@article{1176345405,
author = {Chikuse, Yasuko},
title = {Distributions of Some Matrix Variates and Latent Roots in Multivariate Behrens-Fisher Discriminant Analysis},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 401-407},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345405}
}
Chikuse, Yasuko. Distributions of Some Matrix Variates and Latent Roots in Multivariate Behrens-Fisher Discriminant Analysis. Ann. Statist., Tome 9 (1981) no. 1, pp. 401-407. http://gdmltest.u-ga.fr/item/1176345405/