Stepwise test procedures and approximate chi-square analysis

zbMath0444.62059MaRDI QIDQ1144874

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)

Related Items

Siotani's Contributions to Multivariate Statistical Analysis

Cites Work

• A note on Box's general method of approximation for the null distributions of likelihood criteria
• Tests of Multiple Independence and the Associated Confidence Bounds
• Step-Down Procedure in Multivariate Analysis
• Simultaneous Tests for the Equality of Covariance Matrices Against Certain Alternatives
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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