Similar tests for covariance structures in multivariate linear models

JOURNAL OF MULTIVARIATE ANALYSIS

卷:93

Article

Forchini, G

关键词: multivariate linear model;    similar tests;    invariant tests;    covariance matrix;    locally best tests;    weighted average power tests;   

DOI  :  10.1016/j.jmva.2004.04.001

来源: Elsevier

【 摘 要 】

Nyblom (J. Multivariate Anal. 76 (2001) 294) has derived locally best invariant test for the covariance structure in a multivariate linear model. The class of invariant tests obtained by Nyblom [9] does not coincide with the class of similar tests for this testing set-up. This paper extends some of the results of Nyblom [9] by deriving the locally best similar tests for the covariance structure. Moreover, it develops a saddlepoint approximation to optimal weighted average power similar tests (i.e. tests which maximize a weighted average power). (c) 2004 Elsevier Inc. All rights reserved.

【 授权许可】

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