Summary
This paper extends the normal theory results for multivariate linear model to spherical families. The class ofp-dimensional spherical distributions contains the class of allp-dimensional normal distributions. In particular it is shown that the test statistic has a “Wishart-type” distribution for this larger class of spherical distributions.
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This research was partially supported by the National Science Foundation grant No. GP-8381 while the author was doing predoctoral research at The University of Michigan, Ann Arbor.
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Ahmad, R. Extension of the normal theory to spherical families. Trab. Estad. Invest. Oper. 23, 51–60 (1972). https://doi.org/10.1007/BF03004947
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DOI: https://doi.org/10.1007/BF03004947