Pooling multivariate data under W, LR and LM tests

DOI10.1007/s00362-005-0272-9zbMath1085.62069OpenAlexW1985135770MaRDI QIDQ819425

B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date: 28 March 2006

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-005-0272-9

zbMATH Keywords

tableslikelihood ratio testWald testriskdominanceLagrangian multipliermultivariate normal\(F\)Hotelling's \(T^2_N\)non-central chi square

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Testing for Panel Unit Roots under General Cross-sectional Dependence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Pooling multivariate data
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators

This page was built for publication: Pooling multivariate data under W, LR and LM tests