Test of linear hypothesis in multivariate models

Lubomír Kubáček

Kybernetika (2007)

  • Volume: 43, Issue: 4, page 463-470
  • ISSN: 0023-5954

Abstract

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In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.

How to cite

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Kubáček, Lubomír. "Test of linear hypothesis in multivariate models." Kybernetika 43.4 (2007): 463-470. <http://eudml.org/doc/33871>.

@article{Kubáček2007,
abstract = {In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.},
author = {Kubáček, Lubomír},
journal = {Kybernetika},
keywords = {multivariate model; linear hypothesis; variance components; insensitive region; variance components; insensitive region},
language = {eng},
number = {4},
pages = {463-470},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Test of linear hypothesis in multivariate models},
url = {http://eudml.org/doc/33871},
volume = {43},
year = {2007},
}

TY - JOUR
AU - Kubáček, Lubomír
TI - Test of linear hypothesis in multivariate models
JO - Kybernetika
PY - 2007
PB - Institute of Information Theory and Automation AS CR
VL - 43
IS - 4
SP - 463
EP - 470
AB - In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.
LA - eng
KW - multivariate model; linear hypothesis; variance components; insensitive region; variance components; insensitive region
UR - http://eudml.org/doc/33871
ER -

References

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  1. Anderson T. W., Introduction to Multivariate Statistical Analysis, Wiley, New York 1958 Zbl1039.62044MR0091588
  2. Kubáček L., Kubáčková, L., Volaufová J., Statistical Models with Linear Structures, Veda (Publishing House of Slovak Academy of Sciences), Bratislava 1995 
  3. Lešanská E., Optimization of the size of nonsensitiveness regions, Appl. Math. 47 (2002), 9–23 MR1876489
  4. Rao C. R., Linear Statistical Inference and Its Applications, Second edition. Wiley, New York 1973 Zbl0256.62002MR0346957
  5. Rao C. R., Kleffe J., Estimation of Variance Components and Applications, North–Holland, Amsterdam 1988 Zbl0645.62073MR0933559
  6. Rao C. R., Mitra S. K., Generalized Inverse of Matrices and Its Applications, Wiley, New York 1971 Zbl0261.62051MR0338013

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