Compact matrix expressions for generalized Wald tests of equality of moment vectors
DOI10.1006/jmva.1997.1696zbMath0884.62063OpenAlexW2155435758MaRDI QIDQ1375110
Albert Satorra, Heinz Neudecker
Publication date: 5 April 1998
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10230/20774
distribution-freeWald testmultinomial distributionellipticitychi-squared testmoment vectorsnormal-theoryscaled test statisticvariance and correlation matrices
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
Uses Software
Cites Work
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