Distribution theory for some tests of independence of seemingly unrelated regressions
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Publication:1822866
DOI10.1016/0047-259X(89)90050-XzbMath0679.62042MaRDI QIDQ1822866
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
characteristic functionsinvariant polynomialszonal polynomialstests of independencemultivariate regression equationsSeries expansionscorrelated MANOVA modelssecond-order asymptotic expansions
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
Cites Work
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- 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