The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model
type: Item
instance of: scholarly article
title: The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model
zbMATH Open document ID: 0554.62017
DOI: 10.1016/0047-259X(84)90055-1
author: D. Kharzeev
published in: Journal of Multivariate Analysis
publication date: 1984-01-01T00:00:00Z
review text: Fairly general sufficient conditions are given to guarantee that invariant tests about means in the multivariate linear model and the repeated measures model have the correct asymptotic size when the normal assumption under which the tests are derived is relaxed. These conditions are the same as \textit{P. J. Huber}'s condition [Ann. Stat. 1, 799-821 (1973; Zbl 0289.62033)] which guarantees asymptotic validity of the size of the F-test for the univariate linear model.
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 3883397
zbMATH Keywords: invariant tests about means
zbMATH Keywords: multivariate linear model
zbMATH Keywords: repeated measures model
zbMATH Keywords: asymptotic size
zbMATH Keywords: normal assumption
zbMATH Keywords: asymptotic validity
zbMATH Keywords: F-test
MaRDI profile type: Publication
cites work: A coordinate-free approach to finding optimal procedures for repeated measures designs
cites work: Asymptotic Validity of F Tests for the Ordinary Linear Model and the Multiple Correlation Model
cites work: Robust regression: Asymptotics, conjectures and Monte Carlo
description: scientific article; zbMATH DE number 3883397