Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar (Q3217503): Difference between revisions
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Latest revision as of 19:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar |
scientific article |
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Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar (English)
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1984
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power comparisons
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Stochastic expansions
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Lagrange multiplier
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likelihood ratio
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Wald statistics
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testing regression coefficients
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normal linear model with unknown error covariance matrix
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Critical values
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second-order approximate local power functions
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