Testing in the multivariate general linear model:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Tokyo
Kinokuniya Co. LTD
1985
|
| Schriftenreihe: | Economic research series
22 |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=019502024&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | 246 S. |
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Datensatz im Suchindex
| _version_ | 1819298975064260608 |
|---|---|
| adam_text | CONTENTS
Preface i
Introduction
1. Brief Summary of the Problems in This Book 1
2. Notation 3
Chapter 1 Testing Problems in GMANOVA and
Extended GMANOVA Models
1. GMANOVA and SUR models 5
2. Testing on Some Covariance Structure 19
3. Identifiability of Hypotheses 34
Chapter 2 Invariance Approach to Testing
1. A Review on Testing Theory 40
2. Maximality of a Group Leaving a Testing
Problem Invariant 49
3. Distribution of a Maximal Invariant 53
4. A Locally Best Invariant (LBI) Test 58
5. Distributions of Test Statistics 60
6. Local Minimaxity 62
7. Monotonicity 66
8. Admissibility 67
9. Robustness 69
Chapter 3 The General MANOVA Problem
1. Problem and History 74
2. A Canonical Form and Invariance 77
3. Maximality of the Group 87
iii
4. Essentially Complete Classes via Sufficiency 90
5. An Essentially Complete Class via Invariance 95
6. Distributions of Maximal Invariants 100
7. The Likelihood Ratio Test (LRT) and the
Related Tests 103
8. Locally Best Invariant (LBI) Test 112
9. Local Minimaxity of the LBI Test 119
10. Distribution of the LBI Test 127
11. Monotonicity of power of the LRT and LBI test 134
12. Admissibility and Robustness 136
Chapter 4 Extended GMANOVA problems
1. Introduction 141
2. An Extended GMANOVA Problem 143
3. Testing on Means with Incomplete Data 154
4. Testing on Regression Coefficients in a Two
Equations SUR Model 159
5. GMANOVA Problem Under Special
Covariance Structure 165
Chapter 5 Tests of Independence in a GMANOVA Model
1. Testing on Rao s Covariance Structure 172
2. Testing Independence with Extra Data 177
3. LBI Test 180
4. Local Minimaxity of the LBI Test 193
5. Asymptotic Null Distributions 197
Chapter 6 Tests of Independence in a Two Equations
SUR Model
1. Motivation and Model 204
2. LBI Tests 207
3. The Null Distribution of the LBI Tests 216
Appendix 223
iv
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| id | DE-604.BV024823388 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T14:16:34Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019502024 |
| oclc_num | 246785312 |
| open_access_boolean | |
| owner | DE-11 |
| owner_facet | DE-11 |
| physical | 246 S. |
| publishDate | 1985 |
| publishDateSearch | 1985 |
| publishDateSort | 1985 |
| publisher | Kinokuniya Co. LTD |
| record_format | marc |
| series | Economic research series |
| series2 | Economic research series |
| spellingShingle | Kariya, Takeaki Testing in the multivariate general linear model Economic research series |
| title | Testing in the multivariate general linear model |
| title_auth | Testing in the multivariate general linear model |
| title_exact_search | Testing in the multivariate general linear model |
| title_full | Testing in the multivariate general linear model Takeaki Kariya |
| title_fullStr | Testing in the multivariate general linear model Takeaki Kariya |
| title_full_unstemmed | Testing in the multivariate general linear model Takeaki Kariya |
| title_short | Testing in the multivariate general linear model |
| title_sort | testing in the multivariate general linear model |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=019502024&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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