M-tests for multivariate regression model
DOI10.1080/10485252.2010.503896zbMATH Open1327.62359OpenAlexW2024581526MaRDI QIDQ3021185FDOQ3021185
Authors: Rossita M. Yunus, Shahjahan Khan 
Publication date: 22 July 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2010.503896
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M-estimationasymptotic distributionasymptotic powerpre-test testnon-sample prior informationbivariate non-central chi-square distribution
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)
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Cited In (13)
- A comparison of two tests in multivariate models
- Title not available (Why is that?)
- Exact testing in multivariate regression
- Title not available (Why is that?)
- Testing intercept with non-sample prior information for one-side hypothesis (maximum) on a multivariate simple regression model
- The correlated bivariate noncentral \(F\) distribution and its application
- Increasing the power of the test through pre-test -- a robust method
- Testing equality of two intercepts for the parallel regression model with non sample prior information
- The bivariate noncentral chi-square distribution -- a compound distribution approach
- Testing base load with non-sample prior information on process load
- M-tests in multivariate models
- On tests for selection of variables and independence under multivariate regression models
- Random weighting method for M-test in linear model with dependent errors
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