Obtaining similar null distributions in the normal linear model using computational methods
From MaRDI portal
Publication:961207
DOI10.1016/J.CSDA.2008.10.020zbMath1452.62082OpenAlexW2141645866MaRDI QIDQ961207
Irene Klugkist, Herbert Hoijtink
Publication date: 30 March 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://dspace.library.uu.nl/handle/1874/44608
Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- MCMC methods to approximate conditional predictive distributions
- A test against an umbrella ordered alternative
- EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
- Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown
- Inference from iterative simulation using multiple sequences
- Powers of some one-sided multivariate tests with the population covariance matrix known up to a multiplicative constant
- A class of conditional tests for a multivariate one-sided alternative
- Markov chains for exploring posterior distributions. (With discussion)
- A Hotelling's \(T^ 2\)-type statistic for testing against one-sided hypotheses
- On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
- A Simple Multivariate Test for One-Sided Alternatives
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Constrained Statistical Inference
- Robust tests of inequality constraints and one-sided hypotheses in the linear model
- Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model
- Robust Tests for the Equality of Variances
- Uniformly More Powerful Tests in a One-Sided Multivariate Problem
- P Values for Composite Null Models
- Asymptotic Distribution of P Values in Composite Null Models
- Fixing theFTest for Equal Variances
This page was built for publication: Obtaining similar null distributions in the normal linear model using computational methods
