Statistical tests for structural relationship

DOI10.1016/0167-7152(91)90010-OMaRDI QIDQ1186638zbMATH OpenOpenAlexFDO

Authors Wei-Hsiung Shen, Bimal Kumar Sinha

Publication date 28 June 1992

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90010-o

zbMATH Keywords

likelihood ratio testunion-intersection principlemean vectorsmultivariate normal populationsunequal covariance matricesadmissible Bayes testsHotelling's \(T\)-square testtest for structural relationship

Mathematics Subject Classification ID

Bayesian inference (62F15) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3056149 (Why is no real title available?)
• A Note on Rank, Multicollinearity and Multiple Regression
• A new class of multivariate tests based on the union-intersection principle
• A note on a Manova model applied to problems in growth curve
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Linear Statistical Inference and its Applications
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
• Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
• The likelihood ratio tests for the dimensionality of regression coefficients

Cited in

(5)

• t Test in a Structural Equation
• Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices
• Admissibility of some tests, multiple decision procedures and classification procedures in multivariate analysis
• Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
• An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means

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