scientific article; zbMATH DE number 3945113

zbMATH Open0588.62087MaRDI QIDQ3716079FDOQ3716079

Authors: Maxwell L. King, Grant Hillier 

Publication date: 1985

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 4186911
• Invariant tests for covariance structures in multivariate linear model
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• scientific article
• UMP invariant tests for a generalized linear model

zbMATH Keywords

least squares regressionLagrange multiplier testone-sided caseLBI testLBUI testlocally best invariant teststwo-sided alternativedisturbance covariance matrixlocally best unbiased invariant

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cited In (30)

• Most mean powerful test of a composite null against a composite alternative
• Testing a null variance ratio in mixed models with zero degrees of freedom for error
• Deriving tests of the semi-linear regression model using the density function of a maximal invariant
• Invariant tests of existence of the linear relationship with left O(n)- invariant errors
• Optimal weighted average power similar tests for the covariance structure in the linear regression model
• Point optimal tests of the null hypothesis of cointegration
• WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
• HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
• Monte Carlo results on several new and existing tests for the error component model
• ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
• Testing for stationarity with a break
• Long memory processes and fractional integration in econometrics
• Invariant tests for covariance structures in multivariate linear model
• Testing for random effects in analysis of covariance model
• Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
• Limiting power of unit-root tests in time-series regression
• Testing of linearity in a semiparametric regression model
• Testing for parameter constancy in the time series direction in panel data models
• Similar tests for covariance structures in multivariate linear models
• Testing for a slowly changing level with special reference to stochastic volatility
• Title not available (Why is that?)
• Optimal tests against the alternative hypothesis of panel unit roots
• Smoothing spline based tests for nonlinearity in a partially linear model
• Alternative methods of detrending and the power of unit root tests
• Modified Lagrange multiplier tests for problems with one-sided alternatives
• Tests of stationarity against a change in persistence
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3716079)