✦ LIBER ✦

An exact test for testing the equality of parameter matrices in two multivariate linear models

✍ Scribed by Jinadasa Gamage; Malwane M.A. Ananda

Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 92 KB
Volume: 418
Category: Article
ISSN: 0024-3795
DOI: 10.1016/j.laa.2006.03.028

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests for Equality of Parameter Matrices

Tests for Equality of Parameter Matrices in Two Multivariate Linear Models

✍ Daan G. Nel 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 240 KB

An approximate degrees of freedom test is suggested for hypotheses of the kind H 0 : C$8 1 M=C$8 2 M in two independent multivariate linear models: Y i =X i 8 i += i , i=1, 2, under the assumption of error matrix variate normality and heteroscedasticity. It is shown for specific vector choices of th

Locally most powerful test for testing t

Locally most powerful test for testing the equality of variances of two linear models with common regression parameters

✍ Manzoor Ahmad; Yogendra P. Chaubey 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 300 KB

An unbiased likelihood ratio test for eq

An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means

✍ Björn Holmquist 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 292 KB

An exact test for the nesting effects va

An exact test for the nesting effects variance component in an unbalanced random two-fold nested model

✍ A.I Khuri 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 346 KB

An asymptotic test for redundancy of var

An asymptotic test for redundancy of variables in the comparison of two covariance matrices

✍ Bernhard N Flury 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 244 KB

F-tests for Hypotheses with Block Matric

F-tests for Hypotheses with Block Matrices and Under Conditions of Orthogonality in the General Multivariate Gauss-Markoff Model

✍ Prof. dr Wiktor Oktaba 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

The multivariate general Gauss-Markoff (MGM) model ( U , X B , z 8 0 2 V ) when the matrices V&O and x = -O are known and the scalsr u2 >O is unknown, is considered. The present paper is a continuation of two earlier works (OKTABA, 1988a, b). If X B = X l r ; X z A , then the F-test for verificstion