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.
A Decomposition for a Stochastic Matrix with an application to MANOVA
MORTARINO, CINZIA
2005
Abstract
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.
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