This is a preview. Log in through your library . Abstract We observe a N × M matrix Yij = sij + ξij with ξij ~ N(0,1) i.i.d. in i, j, and s¡jϵℝ. We test the null hypothesis s¡j = 0 for all i, j ...
The COSAN statement constructs the symmetric matrix model for the covariance analysis mentioned earlier (see the section "The Generalized COSAN Model"): The number of rows of the first matrix in each ...
This is a preview. Log in through your library . Abstract Let \begin{equation*}T = \begin{bmatrix}A & B \\ C & D\end{bmatrix} \end{equation*} be a partitioned ...
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