Tests for equality of parameter matrices in two multivariate linear models

DOI10.1006/jmva.1997.1661zbMath0960.62058MaRDI QIDQ1364665

Daan G. Nel

Publication date: 17 May 2001

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1661

zbMATH Keywords

heteroscedasticity; Behrens-Fisher problem; vec-operator; degrees of freedom approximation

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

62J99: Linear inference, regression

15A24: Matrix equations and identities

Related Items

An exact test for testing the equality of parameter matrices in two multivariate linear models, Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A solution to the multivariate behrens-fisher problem
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Some results on commutation matrices, with statistical applications
• On the history of the kronecker product
• The vec-permutation matrix, the vec operator and Kronecker products: a review
• A GENERALIZATION OF FISHER'S z TEST
• ON THE WISHART DISTRIBUTION IN STATISTICS