Testing dimensionality in the multivariate analysis of variance

DOI10.1016/0167-7152(91)90002-9zbMath0749.62038OpenAlexW1977641957MaRDI QIDQ1186629

Yasuo Amemiya, T. W. Anderson

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90002-9

zbMATH Keywords

likelihood ratio statisticcovariatesoptimality propertiesasymptotic null distributionbalanced random effect modelmultivariate one-way classificationmultivariate variance componentstest for rankunbalanced model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Visualizing genetic constraints ⋮ Limiting distribution of roots with differential rates of convergence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A multivariate one-way classification model with random effects
• A note on the limiting distribution of certain characteristic roots
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
• Generalized Least Squares Estimation of a Genotypic Covariance Matrix
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
• Asymptotic Theory for Principal Component Analysis
• A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

This page was built for publication: Testing dimensionality in the multivariate analysis of variance