On a result of roy and Gnanadesikan concerning multivariete variance components

  • A. W. Davis


Roy and Gnanadesikan [5] showed that inference for a general multivariate variance components model may be carried out using the standard multivariateF distribution under certain condtions. It is shown in this note that the theory of zonal polynomials, and their extension by the author to invariant polynomials in two matrix arguments, provide a concise approach to the derivation of these conditions. Relevant distributions are also derived for the general case.


Latent Root Invariant Polynomial Wishart Distribution Matrix Argument Zonal Polynomial 


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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1982

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  • A. W. Davis

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