Distribution theory for some tests of independence of seemingly unrelated regressions

DOI10.1016/0047-259X(89)90050-XzbMath0679.62042MaRDI QIDQ1822866

A. W. Davis

Publication date: 1989

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

zbMATH Keywords

characteristic functions; invariant polynomials; zonal polynomials; tests of independence; multivariate regression equations; Series expansions; correlated MANOVA models; second-order asymptotic expansions

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

Cites Work

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• Test for independence of two multivariate regression equations with different design matrices
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• Estimation of seemingly unrelated regression equations
• An identity involving partitional generalized binomial coefficients
• The Distribution of Hotelling's Generalised $T_0^2$
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
• Normal Multivariate Analysis and the Orthogonal Group
• Tests for the independence between two seemingly unrelated regression equations