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arXiv · 2410.18310

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

José A. Díaz-García·Francisco J. Caro-Lopera
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Abstract

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

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José A. Díaz-García, Francisco J. Caro-Lopera. 2024-10-23. About the matrix variate problem involved in the distribution of $\mathbf{E}^{-1}\mathbf{H}$. https://arxiv.org/abs/2410.18310

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