Some multivariate linear regression testing problems with additional observations

DOI10.1016/0047-259X(81)90096-8zbMath0479.62041MaRDI QIDQ1162083

Sanat Kumar Sarkar

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testconfidence regionPitman asymptotic efficiencylocal powersmall sample comparisonauxiliary charactersBahadur asymptotic efficiency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99) Asymptotic properties of parametric tests (62F05)

Related Items (2)

A solution to multiple linear regression problems with ordered attributes ⋮ A note on a result for two SUR models

Cites Work

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• Strong consistency of least squares estimates in normal linear regression
• On asymptotic optimality of likelihood ratio tests for multivariate normal distributions
• A Test for Mean with Additional Observations
• Asymptotic Theory of Likelihood Ratio and Rank Order Tests in Some Multivariate Linear Models
• On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution

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