The Multivariate Linear Hypothesis with Nonnormal Errors and a Classical Setting for the Structure of Inference in a Special Case
非正态误差下的多元线性假设与特殊情形的结构推断经典框架
SUMMARY The distribution theory is given attendant on a model wherein a matrix of observable random variables is linearly related to a matrix of error random variables. This gives rise to an alternative derivation of Fraser's structural distribution on parameters for the linear model. The error variables are not necessarily normal, though when they are an alternative derivation of the Wishart density emerges together with some other results of possible interest.