English

About the matrix variate problem involved in the distribution of $\mathbf{E}^{-1}\mathbf{H}$

Statistics Theory 2024-10-25 v1 Statistics Theory

Abstract

This work studies the distribution of the nonsymmetric matrix E1H\mathbf{E}^{-1}\mathbf{H}. This random product is of fundamental interest under the general multivariate linear hypothesis setting. Specifically when H\mathbf{H} and E\mathbf{E} are seen as the sums of squares and the sums of products due to the hypothesis and due to the error, respectively.

Keywords

Cite

@article{arxiv.2410.18310,
  title  = {About the matrix variate problem involved in the distribution of $\mathbf{E}^{-1}\mathbf{H}$},
  author = {José A. Díaz-García and Francisco J. Caro-Lopera},
  journal= {arXiv preprint arXiv:2410.18310},
  year   = {2024}
}

Comments

10 pages

R2 v1 2026-06-28T19:33:34.611Z