A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors

DOI10.1007/BF01895327zbMath0815.62046MaRDI QIDQ1340970

Wolf-Dieter Richter, Josef G. Steinebach

Publication date: 26 January 1995

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176537

zbMATH Keywords

geometric approachstrong consistencyleast squares estimatorsspherically symmetric distributionexponential large deviation rateshypothesis of non- interactiontwo-way ANOVA model with interactions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Large deviations (60F10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Linear Combinations, Products and Ratios of Simplicial or Spherical Variates ⋮ Generalized spherical and simplicial coordinates ⋮ Exact tests and confidence regions in nonlinear regression ⋮ Continuous \(l_{n,p}\)-symmetric distributions ⋮ Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically

Cites Work

• The multivariate normal distribution
• Statistical Methods: The Geometric Approach
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