Testing dimensionality in the multivariate analysis of variance
From MaRDI portal
Publication:1186629
DOI10.1016/0167-7152(91)90002-9zbMath0749.62038MaRDI QIDQ1186629
Publication date: 28 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90002-9
likelihood ratio statistic; covariates; optimality properties; asymptotic null distribution; balanced random effect model; multivariate one-way classification; multivariate variance components; test for rank; unbalanced model
62E20: Asymptotic distribution theory in statistics
62H15: Hypothesis testing in multivariate analysis
62J10: Analysis of variance and covariance (ANOVA)
62F05: Asymptotic properties of parametric tests
Related Items
Limiting distribution of roots with differential rates of convergence, Visualizing genetic constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A multivariate one-way classification model with random effects
- A note on the limiting distribution of certain characteristic roots
- Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
- The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
- Generalized Least Squares Estimation of a Genotypic Covariance Matrix
- What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
- Asymptotic Theory for Principal Component Analysis
- A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions