Invariant tests for covariance structures in multivariate linear model

DOI10.1006/JMVA.2000.1918MaRDI QIDQ5933449zbMATH OpenOpenAlexFDO

Authors Jukka Nyblom

Publication date 8 January 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2000.1918

zbMATH Keywords

asymptotic distributionslinear covariance structurelocally best testlocally uniformly best testmomentsrandom componentsscore testsimilar testtest for multivariate whith noisetime series

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99)

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Cited in

(12)

• Invariant tests of existence of the linear relationship with left O(n)- invariant errors
• UMP invariant tests for a generalized linear model
• Independence distribution preserving covariance structures for the multivariate linear model
• Similar tests for covariance structures in multivariate linear models
• Invariant tests for multivariate normality: A critical review
• A characterization of invariant tests for identification in linear structural equations
• scientific article; zbMATH DE number 3945113 (Why is no real title available?)
• Multivariate analysis with an autoregressive covariance model
• ON UMP INVARIANTF-TEST PROCEDURES IN A GENERAL LINEAR MODEL
• Testing hypotheses of covariance structure in multivariate data
• scientific article; zbMATH DE number 813749 (Why is no real title available?)
• The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model

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