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M-Methods in multivariate linear models

✍ Scribed by Julio Motta Singer; Pranab Kumar Sen


Book ID
103490999
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
861 KB
Volume
17
Category
Article
ISSN
0047-259X

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A class of independent multivariate linear models is considered, having a common parameter matrix \(\theta\) in their means, but having different covariance matrices. For testing \(H_{0}: \Theta=0\), some test procedures are derived, which combine the information from the different models. In the co