Testing hypotheses in universal models
Discussiones Mathematicae Probability and Statistics (2006)
- Volume: 26, Issue: 2, page 127-149
- ISSN: 1509-9423
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topEva Fišerová. "Testing hypotheses in universal models." Discussiones Mathematicae Probability and Statistics 26.2 (2006): 127-149. <http://eudml.org/doc/277067>.
@article{EvaFišerová2006,
abstract = {A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.},
author = {Eva Fišerová},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {universal linear model; unbiased estimator; tests hypotheses},
language = {eng},
number = {2},
pages = {127-149},
title = {Testing hypotheses in universal models},
url = {http://eudml.org/doc/277067},
volume = {26},
year = {2006},
}
TY - JOUR
AU - Eva Fišerová
TI - Testing hypotheses in universal models
JO - Discussiones Mathematicae Probability and Statistics
PY - 2006
VL - 26
IS - 2
SP - 127
EP - 149
AB - A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.
LA - eng
KW - universal linear model; unbiased estimator; tests hypotheses
UR - http://eudml.org/doc/277067
ER -
References
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- [2] P.B. Pantnaik, The non-central χ² and F-distribution and their applications, Biometrika 36 (1949), 202-232.
- [3] C.R. Rao, Linear statistical inference and its applications, J. Wiley and Sons, New York-London-Sydney 1965. Zbl0137.36203
- [4] C.R. Rao and S.K. Mitra, Generalized inverse of matrices and its applications, J. Wiley and Sons, New York-London-Sydney-Toronto 1971. Zbl0236.15004
- [5] J. Ryšavý, Higher geodesy, Česká matice technická, Praha 1947 (in Czech).
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