A construction method of certain matrices required in the multivariate heteroscedastic method

DOI10.1007/BF02482539MaRDI QIDQ1110220zbMATH OpenOpenAlexFDO

Authors Hiroto Hyakutake

Publication date 1986

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02482539

zbMATH Keywords

normal meansconstruction methodmatrix quadratic equationheteroscedastic methodinference on meanstwo-stage sampling scheme

Mathematics Subject Classification ID

Multivariate analysis (62H99) Matrix equations and identities (15A24)

Recommendations

• The heteroscedastic method: Multivariate implementation
• Construction of random vectors of heterogeneous component variables under specified correlation structures
• The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application
• A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators
• Improved heteroscedasticity-consistent covariance matrix estimators
• Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator

Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3974087 (Why is no real title available?)
• scientific article; zbMATH DE number 3740592 (Why is no real title available?)
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• On an Extension of Stein's Two­Sample Procedure to the Multi­Normal Problem
• The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application

Cited in

(4)

• The heteroscedastic method: Multivariate implementation
• The Heteroscedastic Method II: Simplified Sampling
• The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference

This page was built for publication: A construction method of certain matrices required in the multivariate heteroscedastic method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1110220)