On the distribution of some test statistics connected with the multivariate linear functional relationship model

DOI10.1080/03610928608829182zbMath0613.62060OpenAlexW1975915710MaRDI QIDQ4720569

Serge B. Provost

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829182

zbMATH Keywords

representationdensitiestest statisticserrors-in-variables modelsinverse Mellin transformmultivariate regression modelsMeijer's G functionmultivariate linear functional relationship modelstructural coefficientsindependent F-random variableslinear combination of chi-square variatesproducts of independent beta type-2

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99)

Related Items (2)

On some tests for a multivariate linear functional relationship with replication ⋮ Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables

Cites Work

• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Maximum likelihood estimation of a multivariate linear functional relationship
• Extensions of Wilks' integral equations and distributions of test statistics
• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
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