Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar (Q3217503)

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Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
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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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