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A Conditional Likelihood Ratio Test for Structural Models

✍ Scribed by Marcelo J. Moreira


Book ID
108556226
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
328 KB
Volume
71
Category
Article
ISSN
0012-9682

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Let \(\boldsymbol{W}\) be a \(p \times p\) matrix distributed according to the Wishart distribution \(W_{p}(n, \boldsymbol{\Phi})\) with \(\boldsymbol{\Phi}\) positive definite and \(n \geqslant p\). Let \(\left(m / \sigma^{2}\right) g\) be distributed according to the chi-squared distribution \(\ch