Stepwise test procedures and approximate chi-square analysis

MaRDI QIDQ1144874zbMATH OpenFDO

Authors Dhanwant S. Gill, Christian Löschcke, Mínoru Siotani

Publication date 1978

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

multiple independencestepwise test procedurestesting equality of covariance matrices

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3576570 (Why is no real title available?)
• scientific article; zbMATH DE number 3416843 (Why is no real title available?)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• A note on Box's general method of approximation for the null distributions of likelihood criteria
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• Simultaneous Tests for the Equality of Covariance Matrices Against Certain Alternatives
• Step-Down Procedure in Multivariate Analysis
• Tests of Multiple Independence and the Associated Confidence Bounds

Cited in

(1)

• Siotani's Contributions to Multivariate Statistical Analysis

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