On the distribution of some test statistics connected with the multivariate linear functional relationship model

DOI10.1080/03610928608829182MaRDI QIDQ4720569zbMATH OpenOpenAlexFDO

Authors Serge B. Provost

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829182

zbMATH Keywords

densitieserrors-in-variables modelsrepresentationinverse Mellin transformtest statisticsmultivariate regression modelsMeijer's G functionmultivariate linear functional relationship modelstructural coefficientsindependent F-random variableslinear combination of chi-square variatesproducts of independent beta type-2

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Some test statistics for the structural coefficients of the multivariate linear functional relationship model
• On some tests for a multivariate linear functional relationship with replication
• Asymptotic distributions of some test statistics for a linear functional relationship
• ON BASU'S TEST STATISTIC FOR MULTIVARIATE SEVERAL LINEAR RELATIONSHIPS WITH REPLICATION
• scientific article; zbMATH DE number 169647

Cites work

• scientific article; zbMATH DE number 3593922 (Why is no real title available?)
• scientific article; zbMATH DE number 3097873 (Why is no real title available?)
• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Extensions of Wilks' integral equations and distributions of test statistics
• Maximum likelihood estimation of a multivariate linear functional relationship

Cited in

(3)

• Some test statistics for the structural coefficients of the multivariate linear functional relationship model
• Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables
• On some tests for a multivariate linear functional relationship with replication

This page was built for publication: On the distribution of some test statistics connected with the multivariate linear functional relationship model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4720569)