On the likelihood ratio test for envelope models in multivariate linear regression

DOI10.1093/BIOMET/AST002MaRDI QIDQ5411055zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 22 April 2014

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/ast002

zbMATH Keywords

asymptotic null distributionpartial envelope modelssaddlepoint approximations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cited in

(5)

• Model-free envelope dimension selection
• Tests for Kronecker envelope models in multilinear principal components analysis
• A note on hypothesis testing in the envelope model
• Likelihood ratio test in multivariate linear regression: from low to high dimension
• Envelope inverse regression for dimension reduction: a review and new perspectives

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