On the likelihood ratio test for envelope models in multivariate linear regression

DOI10.1093/BIOMET/AST002zbMath1284.62335OpenAlexW2158098176MaRDI QIDQ5411055

James R. Schott

Publication date: 22 April 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/ast002

zbMATH Keywords

saddlepoint approximationsasymptotic null distributionpartial envelope models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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