Invariant distribution of Chow statistics
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Publication:1202300
DOI10.1016/0167-7152(92)90174-4zbMath0756.62027MaRDI QIDQ1202300
Publication date: 22 February 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(92)90174-4
invariant distribution; multivariate linear models; Chow test; left spherical distribution; multivariate extension of the Chow test statistic
62H15: Hypothesis testing in multivariate analysis
62A01: Foundations and philosophical topics in statistics
Cites Work
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- An Approximate Test for Comparing Heteroscedastic Regression Models
- Some matrix-variate distribution theory: Notational considerations and a Bayesian application
- Use of the Chow Test under Heteroscedasticity
- Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
- Multivariate Beta Distributions and Independence Properties of the Wishart Distribution