Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
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Publication:391878
DOI10.1016/J.JMVA.2013.07.016zbMath1279.62045OpenAlexW2046649963MaRDI QIDQ391878
Masahiro Kojima, Tatsuya Kubokawa
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.016
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (1)
Cites Work
- Estimation of the mean of a multivariate normal distribution
- Bartlett's correction and the bootstrap in normal linear regression models
- Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
- Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
- On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy
- On measuring the variability of small area estimators under a basic area level model
- The Estimation of the Mean Squared Error of Small-Area Estimators
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