On tests for selection of variables and independence under multivariate regression models

DOI10.1016/0047-259X(87)90002-9MaRDI QIDQ1819865zbMATH OpenFDO

Authors Takeaki Kariya, Yasunori Fujikoshi, P. R. Krishnaiah

Publication date 1987

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

Full work available at URL https://doi.org/10.1016/0047-259X(87)90002-9

zbMATH Keywords

asymptotic distribution theoryindependencelocally best invariant testsMANOVA modelmultivariate regression modelselection of variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Review text

Different problems connected with selection of variables and independence in a multivariate regression model are considered. Various procedures for testing the relevant hypotheses are discussed and the asymptotic distributions associated with these tests are derived.

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Cited in

(20)

• Tests for sphericity under correlated multivariate regression equations model
• Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
• Variable selection for structural models
• Multivariate regression with consecutively added dependent variables
• Decomposition of multivariate statistical models
• M-tests for multivariate regression model
• Test and prediction in factorial models with independent variance estimates
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• A note on multivariate linear regression
• Multiple decision procedures for inference in regression models
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• Multiple testing and variable selection along the path of the least angle regression
• A test of multivariate independence based on a single factor model
• Test for independence of two multivariate regression equations with different design matrices
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi

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