Strong consistency of variance estimation and asymptotic theory for tests of the linear hypothesis in multivariate linear models

DOI10.1080/02331887608801329zbMATH Open0352.62052OpenAlexW2171966737MaRDI QIDQ4122650FDOQ4122650

Authors: Wolfgang H. Schmidt 

Publication date: 1976

Published in: Mathematische Operationsforschung Statistik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887608801329

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cited In (3)

• A note on \(S^2\) in a linear regression model based on two-stage sampling data
• Uniform convergence of sample second moments of families of time series arrays.
• Strong consistency of a sieve estimator for the variance in nonlinear regression

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