Invariant distribution of Chow statistics

DOI10.1016/0167-7152(92)90174-4zbMath0756.62027OpenAlexW2050830138MaRDI QIDQ1202300

Thivvianesan Chelliah

Publication date: 22 February 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90174-4

zbMATH Keywords

invariant distributionmultivariate linear modelsChow testleft spherical distributionmultivariate extension of the Chow test statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01)

Cites Work

• Unnamed Item
• Unnamed Item
• An Approximate Test for Comparing Heteroscedastic Regression Models
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• Use of the Chow Test under Heteroscedasticity
• Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution

This page was built for publication: Invariant distribution of Chow statistics