Extension of the normal theory to spherical families
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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.
KeywordsNormal Theory Sample Covariance Matrix National Science Foundation Grant Wishart Distribution Multivariate Linear Model
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- 3.-KELKER, D. (1968).:Distribution Theory of Spherical Distributions and Some Characterization Theorems. Michigan State University Technical Report-RM-210 DK-1.Google Scholar