Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses

Information Covariance Matrices for Multivariate Burr III and Logistic Distributions

Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, Human population, some biological organisms to model agricultural population data and survival data. We showed that ...

Information and Covariance Matrices for Multivariate Pareto (IV), Burr, and Related Distributions

Main result of this paper is to derive the exact analytical expressions of information and covariance matrix for multivariate Pareto, Burr and related distributions. These distributions arise as tractable parametric models in reliability, actuarial science, economics, finance and telecommunications. We showed that all the calculations can be obtained from one main moment multidimensional integr...

Multivariate Analysis of Variance Using Patterned Covariance Matrices

Structured covariance matrices in multivariate regression models

A similarity matrix is a covariance matrix generated by additive nested common factors having independent components. The set of such matrices is a structured subset of covariance matrices, closed under permutation and restriction, which makes it potentially useful as a sub-model for the joint dependence of several responses. It is also equal to the set of rooted trees. Some issues connected wi...

COVARIANCE MATRIX OF MULTIVARIATE REWARD PROCESSES WITH NONLINEAR REWARD FUNCTIONS

Multivariate reward processes with reward functions of constant rates, defined on a semi-Markov process, first were studied by Masuda and Sumita, 1991. Reward processes with nonlinear reward functions were introduced in Soltani, 1996. In this work we study a multivariate process , , where are reward processes with nonlinear reward functions respectively. The Laplace transform of the covar...