Tagged Questions
9
votes
1answer
204 views
Is there a generalization of Pillai trace and the Hotelling-Lawley trace?
In the setting of multivariate multiple regression (vector regressor and regressand), the four major tests for the general hypothesis (Wilk's Lambda, Pillai-Bartlett, Hotelling-Lawley, and Roy's ...
3
votes
0answers
55 views
What is the distribution of this nearly-Hotelling statistic?
Let $X$ be an $n \times l$ matrix, and $F$ an $n \times p$ matrix, with the rows of $X$ and $F$ drawn i.i.d. from multivariate Gaussians. (The independence applies to rows: the $X$ and $F$ may be ...
