Tests for sphericity under correlated multivariate regression equations model

zbMath0622.62020MaRDI QIDQ1091055

P. R. Krishnaiah, Shakuntala Sarkar

Publication date: 1987

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

zbMATH Keywords

transformationsmultivariate normalelliptically symmetric distributionschi-square distributionsAsymptotic null and non-null distributionscorrelated multivariate regression equations modelslikelihood ratio test like statistics for sphericity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

On tests for selection of variables and independence under multivariate regression models

Cites Work

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• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
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• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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