• Login
    View Item 
    •   Shocker Open Access Repository Home
    • Fairmount College of Liberal Arts and Sciences
    • Mathematics, Statistics, and Physics
    • MATH Research Publications
    • View Item
    •   Shocker Open Access Repository Home
    • Fairmount College of Liberal Arts and Sciences
    • Mathematics, Statistics, and Physics
    • MATH Research Publications
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions

    Date
    2012-05
    Author
    Hu, Xiaomi
    Banerjee, Arijit
    Metadata
    Show full item record
    Citation
    Hu, X., and A. Banerjee. 2012. "On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions". Journal of Multivariate Analysis. 107: 64-70.
    Abstract
    The tests on the homogeneity of the columns of the coefficient matrix in a multiple multivariate linear regression with some rows of the matrix constrained by synchronized orderings, using the test statistics obtained by replacing the unknown variance–covariance matrix with its estimator in likelihood ratio test statistics, form a family of ad hoc tests. It is shown in this paper that the tests in the family share the same alpha-level critical values and follow the same distributions for computing their p-values. A sufficient condition is established for other tests to enjoy these properties, and to be more powerful. Two such more powerful tests are examined.
    Description
    Click on the DOI link below to access the article (may not be free).
    URI
    http://hdl.handle.net/10057/5065
    http://dx.doi.org/10.1016/j.jmva.2012.01.006
    Collections
    • MATH Research Publications

    Browse

    All of Shocker Open Access RepositoryCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsBy TypeThis CollectionBy Issue DateAuthorsTitlesSubjectsBy Type

    My Account

    LoginRegister

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    DSpace software copyright © 2002-2023  DuraSpace
    DSpace Express is a service operated by 
    Atmire NV