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Kybernetika 43(4):463-470, 2007.

Test of Linear Hypothesis in Multivariate Models

Lubomír Kubáček


Abstract:

In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.


Keywords: multivariate model; linear hypothesis; variance components; insensitive region;


AMS: 62J05;


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BIB TeX

@article{kyb:2007:4:463-470,

author = {Kub\'{a}\v{c}ek, Lubom\'\i{r} },

title = {Test of Linear Hypothesis in Multivariate Models},

journal = {Kybernetika},

volume = {43},

year = {2007},

number = {4},

pages = {463-470}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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