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Some test statistics for the structural coefficients of the multivariate linear functional relationship model

โœ Scribed by Serge B. Provost


Publisher
Springer Japan
Year
1986
Tongue
English
Weight
464 KB
Volume
38
Category
Article
ISSN
0020-3157

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Asymptotic expansion of the null distrib
โœ Hirokazu Yanagihara ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 250 KB

This paper is concerned with the null distribution of test statistic T for testing a linear hypothesis in a linear model without assuming normal errors. The test statistic includes typical ANOVA test statistics. It is known that the null distribution of T converges to w 2 when the sample size n is l